-8.5%
BX vs CLBK
+65.7%
-74.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | +8.3% | +4.6% | +3.7% | +6.5% |
| 30D | +13.5% | -1.5% | +15.0% | +14.0% |
| 3M | -7.6% | +4.4% | -12.0% | -9.1% |
| 6M | +4.0% | +31.7% | -27.6% | -7.4% |
| YTD | -15.2% | +58.7% | -73.9% | -29.2% |
| 1Y | -8.5% | +64.9% | -73.3% | -25.8% |
| All | -8.5% | +65.7% | -74.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling