+668.7%
BX vs CFG
+308.1%
+360.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.2% |
| 7D | -5.7% | -0.6% | -5.1% | -5.4% |
| 30D | -8.9% | -4.5% | -4.3% | -6.8% |
| 3M | +8.4% | +6.3% | +2.1% | +4.8% |
| 6M | +18.9% | +20.6% | -1.7% | +7.8% |
| YTD | -13.6% | +21.2% | -34.9% | -22.0% |
| 1Y | -22.4% | +38.2% | -60.6% | -34.5% |
| 3Y | +26.0% | +185.9% | -159.9% | -25.6% |
| 5Y | +18.8% | +97.0% | -78.2% | -17.3% |
| 10Y | +668.7% | +306.8% | +361.9% | +245.8% |
| All | +668.7% | +308.1% | +360.6% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling