-14.5%
BX vs CFG
+27.4%
-41.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.3% |
| 7D | -1.1% | +1.6% | -2.7% | -2.1% |
| 30D | +8.8% | +3.3% | +5.5% | +6.8% |
| 3M | -18.3% | -11.5% | -6.7% | -12.0% |
| 6M | -1.5% | +6.2% | -7.7% | -6.1% |
| YTD | -19.9% | +14.3% | -34.2% | -26.1% |
| 1Y | -14.5% | +26.7% | -41.2% | -25.3% |
| All | -14.5% | +27.4% | -41.9% | -25.3% |
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