+41.0%
BX vs CFG
+182.2%
-141.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +1.7% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | +9.6% | +3.2% | +6.4% | +7.4% |
| 3M | -8.7% | -9.7% | +1.0% | -2.0% |
| 6M | +2.2% | +3.6% | -1.4% | -0.7% |
| YTD | -16.2% | +14.7% | -30.9% | -24.5% |
| 1Y | -11.5% | +29.6% | -41.1% | -27.1% |
| 3Y | +41.0% | +190.6% | -149.6% | -32.0% |
| All | +41.0% | +182.2% | -141.2% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling