+679.5%
BX vs CL
+51.8%
+627.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.0% | -1.4% | -0.6% | -1.4% |
| 30D | -2.3% | -5.2% | +2.9% | -0.3% |
| 3M | +18.5% | +3.3% | +15.2% | +16.6% |
| 6M | +23.7% | -4.4% | +28.1% | +25.3% |
| YTD | -10.4% | +13.9% | -24.3% | -16.1% |
| 1Y | -19.6% | +7.6% | -27.2% | -23.0% |
| 3Y | +30.8% | +29.6% | +1.2% | +10.4% |
| 5Y | +24.3% | +28.1% | -3.7% | +4.8% |
| 10Y | +679.5% | +53.4% | +626.1% | +488.8% |
| All | +679.5% | +51.8% | +627.6% | +488.8% |
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