+24.3%
BX vs CI
+39.3%
-15.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -2.0% | -2.6% | +0.6% | -1.5% |
| 30D | -2.3% | -2.4% | +0.1% | -1.9% |
| 3M | +18.5% | -4.8% | +23.3% | +19.4% |
| 6M | +23.7% | +2.1% | +21.6% | +22.7% |
| YTD | -10.4% | +1.4% | -11.7% | -11.0% |
| 1Y | -19.6% | -6.8% | -12.8% | -19.2% |
| 3Y | +30.8% | +3.3% | +27.5% | +24.3% |
| 5Y | +24.3% | +41.1% | -16.7% | +0.4% |
| All | +24.3% | +39.3% | -15.0% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling