+635.8%
BX vs CFG
+216.2%
+419.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +0.6% | +3.2% | -2.6% | -1.0% |
| 30D | +14.2% | +5.1% | +9.1% | +11.5% |
| 3M | -18.7% | -11.2% | -7.5% | -13.6% |
| 6M | +2.5% | +9.6% | -7.1% | -2.2% |
| YTD | -18.8% | +15.0% | -33.8% | -24.5% |
| 1Y | -10.3% | +29.9% | -40.2% | -21.7% |
| 3Y | +35.4% | +192.1% | -156.7% | -20.4% |
| 5Y | +0.3% | +62.3% | -62.0% | -23.7% |
| All | +635.8% | +216.2% | +419.6% | +269.7% |
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