+967.7%
BX vs CL
+323.2%
+644.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.2% |
| 7D | -4.4% | -2.2% | -2.2% | -3.1% |
| 30D | +0.1% | -4.8% | +4.9% | +3.2% |
| 3M | +16.0% | +4.9% | +11.1% | +11.7% |
| 6M | +21.6% | -5.7% | +27.3% | +25.0% |
| YTD | -8.9% | +14.4% | -23.3% | -18.2% |
| 1Y | -16.6% | +8.7% | -25.4% | -22.9% |
| 3Y | +43.3% | +30.0% | +13.4% | +11.6% |
| 5Y | +25.7% | +28.4% | -2.7% | -2.8% |
| 10Y | +689.5% | +50.1% | +639.4% | +410.5% |
| All | +967.7% | +323.2% | +644.5% | +129.1% |
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