+1.1%
BX vs CFG
+68.3%
-67.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +1.8% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | +9.6% | +3.2% | +6.4% | +7.5% |
| 3M | -8.7% | -9.7% | +1.0% | -2.2% |
| 6M | +2.2% | +3.6% | -1.4% | -0.4% |
| YTD | -16.2% | +14.7% | -30.9% | -24.0% |
| 1Y | -11.5% | +29.6% | -41.1% | -26.3% |
| 3Y | +41.0% | +190.6% | -149.6% | -32.0% |
| 5Y | +1.1% | +67.1% | -66.0% | -29.7% |
| All | +1.1% | +68.3% | -67.3% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling