+710.1%
BX vs CL
+76.2%
+633.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.2% |
| 7D | +3.3% | +0.5% | +2.7% | +3.1% |
| 30D | +9.6% | +11.6% | -2.0% | +5.0% |
| 3M | -8.7% | +5.6% | -14.3% | -10.6% |
| 6M | +2.2% | +13.2% | -10.9% | -3.0% |
| YTD | -16.2% | +26.9% | -43.1% | -24.8% |
| 1Y | -11.5% | +27.3% | -38.8% | -20.7% |
| 3Y | +41.0% | +39.7% | +1.3% | +16.3% |
| 5Y | +1.1% | +41.3% | -40.2% | -17.9% |
| 10Y | +710.1% | +76.3% | +633.8% | +486.0% |
| All | +710.1% | +76.2% | +633.9% | +486.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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