+30.8%
BX vs CI
+4.2%
+26.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | -2.0% | -2.0% | 0.0% | -1.8% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | +18.5% | -4.2% | +22.7% | +18.9% |
| 6M | +23.7% | +2.7% | +21.0% | +23.2% |
| YTD | -10.4% | +1.9% | -12.3% | -10.6% |
| 1Y | -19.6% | -6.3% | -13.3% | -19.4% |
| 3Y | +30.8% | +3.9% | +26.9% | +26.9% |
| All | +30.8% | +4.2% | +26.6% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling