+18.8%
BX vs CG
+5.5%
+13.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -0.6% |
| 7D | -5.7% | -6.4% | +0.8% | -0.7% |
| 30D | -8.9% | -7.1% | -1.8% | -3.7% |
| 3M | +8.4% | -1.6% | +10.0% | +9.4% |
| 6M | +18.9% | -8.3% | +27.3% | +26.9% |
| YTD | -13.6% | -23.8% | +10.2% | +5.4% |
| 1Y | -22.4% | -28.7% | +6.3% | -0.9% |
| 3Y | +26.0% | +49.2% | -23.1% | -16.3% |
| 5Y | +18.8% | +5.5% | +13.3% | +3.0% |
| All | +18.8% | +5.5% | +13.3% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling