-8.5%
BX vs CFG
+34.2%
-42.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.9% | +4.7% |
| 7D | +8.3% | +1.8% | +6.5% | +7.1% |
| 30D | +13.5% | +3.3% | +10.3% | +11.3% |
| 3M | -7.6% | -9.8% | +2.2% | -1.8% |
| 6M | +4.0% | +5.2% | -1.1% | -0.4% |
| YTD | -15.2% | +16.1% | -31.3% | -22.5% |
| 1Y | -8.5% | +33.7% | -42.1% | -23.5% |
| All | -8.5% | +34.2% | -42.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling