+846.1%
BX vs CF
+1,346.8%
-500.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.8% | -3.2% | +5.0% | +2.4% |
| 30D | +7.9% | +4.3% | +3.6% | +6.1% |
| 3M | -9.6% | +2.8% | -12.4% | -11.2% |
| 6M | -2.3% | +0.6% | -2.9% | -4.4% |
| YTD | -19.3% | +56.6% | -75.9% | -32.9% |
| 1Y | -13.2% | +49.6% | -62.9% | -27.0% |
| 3Y | +33.8% | +61.5% | -27.7% | +6.8% |
| 5Y | 0.0% | +124.0% | -124.0% | -32.2% |
| 10Y | +685.4% | +573.2% | +112.2% | +238.4% |
| All | +846.1% | +1,346.8% | -500.7% | +151.2% |
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