-11.6%
BX vs CFG
+28.5%
-40.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +3.7% | +0.7% | +3.0% | +3.3% |
| 30D | +8.2% | +2.8% | +5.5% | +6.6% |
| 3M | -12.7% | -10.1% | -2.6% | -7.0% |
| 6M | +1.0% | +3.2% | -2.2% | -2.1% |
| YTD | -17.2% | +14.2% | -31.4% | -23.5% |
| 1Y | -11.6% | +27.4% | -39.0% | -23.6% |
| All | -11.6% | +28.5% | -40.0% | -23.6% |
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