-26.8%
BX vs CFG
+37.9%
-64.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.1% |
| 7D | -8.9% | -1.7% | -7.2% | -7.9% |
| 30D | -14.8% | -4.6% | -10.2% | -12.5% |
| 3M | +6.9% | +7.9% | -1.0% | +1.1% |
| 6M | +16.3% | +19.9% | -3.6% | +2.9% |
| YTD | -16.1% | +21.7% | -37.8% | -26.3% |
| 1Y | -26.8% | +38.4% | -65.2% | -41.3% |
| All | -26.8% | +37.9% | -64.7% | -41.3% |
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