+870.1%
BX vs CF
+1,382.8%
-512.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.0% |
| 7D | +3.7% | +4.8% | -1.1% | +2.0% |
| 30D | +8.2% | +9.7% | -1.5% | +4.9% |
| 3M | -12.7% | +1.2% | -13.9% | -13.9% |
| 6M | +1.0% | +7.4% | -6.4% | -3.1% |
| YTD | -17.2% | +60.5% | -77.8% | -31.7% |
| 1Y | -11.6% | +50.7% | -62.3% | -25.8% |
| 3Y | +36.8% | +64.8% | -28.0% | +8.6% |
| 5Y | +4.8% | +115.8% | -111.0% | -27.9% |
| 10Y | +672.8% | +481.0% | +191.8% | +250.2% |
| All | +870.1% | +1,382.8% | -512.7% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling