+846.1%
BX vs CL
+363.0%
+483.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.1% |
| 7D | +1.8% | +1.3% | +0.5% | +1.0% |
| 30D | +7.9% | +11.4% | -3.5% | +0.8% |
| 3M | -9.6% | +4.4% | -14.0% | -12.1% |
| 6M | -2.3% | +10.8% | -13.0% | -9.1% |
| YTD | -19.3% | +25.1% | -44.4% | -31.5% |
| 1Y | -13.2% | +28.0% | -41.2% | -27.6% |
| 3Y | +33.8% | +37.6% | -3.8% | +1.0% |
| 5Y | 0.0% | +39.7% | -39.7% | -26.7% |
| 10Y | +685.4% | +75.8% | +609.6% | +351.7% |
| All | +846.1% | +363.0% | +483.1% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling