+882.1%
BX vs CI
+519.1%
+363.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +3.3% | +0.1% | +3.1% | +3.3% |
| 30D | +9.6% | +4.7% | +4.9% | +7.4% |
| 3M | -8.7% | +5.2% | -13.9% | -11.0% |
| 6M | +2.2% | +3.8% | -1.6% | -0.2% |
| YTD | -16.2% | +9.2% | -25.4% | -20.7% |
| 1Y | -11.5% | +14.3% | -25.7% | -18.1% |
| 3Y | +41.0% | +8.4% | +32.6% | +25.0% |
| 5Y | +1.1% | +50.0% | -49.0% | -25.7% |
| 10Y | +710.1% | +142.2% | +567.9% | +330.0% |
| All | +882.1% | +519.1% | +363.0% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling