+35.4%
BX vs CG
+46.4%
-11.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.3% |
| 30D | +14.2% | +11.2% | +3.1% | +6.1% |
| 3M | -18.7% | -22.1% | +3.3% | -3.2% |
| 6M | +2.5% | -17.9% | +20.4% | +17.5% |
| YTD | -18.8% | -31.3% | +12.5% | +4.6% |
| 1Y | -10.3% | -24.0% | +13.7% | +7.6% |
| 3Y | +35.4% | +45.0% | -9.6% | +6.0% |
| All | +35.4% | +46.4% | -11.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling