+642.7%
BX vs CG
+321.9%
+320.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -1.1% |
| 7D | -8.9% | -9.8% | +0.9% | -1.9% |
| 30D | -14.8% | -10.3% | -4.5% | -8.0% |
| 3M | +6.9% | -1.7% | +8.6% | +8.0% |
| 6M | +16.3% | -9.8% | +26.1% | +25.2% |
| YTD | -16.1% | -25.6% | +9.5% | +3.0% |
| 1Y | -26.8% | -32.5% | +5.7% | -4.2% |
| 3Y | +22.4% | +45.6% | -23.2% | -11.4% |
| 5Y | +16.0% | +3.7% | +12.4% | +5.8% |
| All | +642.7% | +321.9% | +320.8% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling