+625.7%
BX vs CG
+274.5%
+351.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.4% | +0.2% |
| 7D | -1.1% | -1.5% | +0.4% | -0.1% |
| 30D | +8.8% | +5.7% | +3.1% | +4.6% |
| 3M | -18.3% | -17.9% | -0.4% | -6.0% |
| 6M | -1.5% | -20.2% | +18.7% | +15.7% |
| YTD | -19.9% | -32.0% | +12.1% | +4.9% |
| 1Y | -14.5% | -27.0% | +12.5% | +6.2% |
| 3Y | +32.3% | +42.8% | -10.5% | -2.9% |
| 5Y | -1.1% | -23.4% | +22.3% | +10.4% |
| All | +625.7% | +274.5% | +351.2% | +193.4% |
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