+24.3%
BX vs CFG
+100.9%
-76.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | -2.0% | +2.7% | -4.7% | -3.7% |
| 30D | -2.3% | -3.7% | +1.4% | 0.0% |
| 3M | +18.5% | +9.5% | +9.0% | +11.2% |
| 6M | +23.7% | +22.2% | +1.5% | +7.8% |
| YTD | -10.4% | +22.3% | -32.7% | -22.1% |
| 1Y | -19.6% | +39.4% | -59.0% | -36.1% |
| 3Y | +30.8% | +188.5% | -157.7% | -36.0% |
| 5Y | +24.3% | +101.5% | -77.2% | -21.0% |
| All | +24.3% | +100.9% | -76.6% | -21.0% |
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 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