+625.7%
BX vs CI
+145.6%
+480.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | -1.1% | -1.7% | +0.7% | -0.5% |
| 30D | +8.8% | +4.9% | +3.9% | +7.1% |
| 3M | -18.3% | +7.4% | -25.7% | -20.4% |
| 6M | -1.5% | +0.4% | -1.9% | -2.1% |
| YTD | -19.9% | +9.5% | -29.4% | -23.2% |
| 1Y | -14.5% | +12.0% | -26.5% | -18.8% |
| 3Y | +32.3% | +7.1% | +25.2% | +20.9% |
| 5Y | -1.1% | +49.3% | -50.4% | -24.3% |
| All | +625.7% | +145.6% | +480.1% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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