+21.5%
BX vs CLBK
+52.3%
-30.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | -8.9% | -1.4% | -7.5% | -8.3% |
| 30D | -14.8% | +4.5% | -19.3% | -16.8% |
| 3M | +6.9% | +22.8% | -15.9% | -4.4% |
| 6M | +16.3% | +43.4% | -27.2% | -4.3% |
| YTD | -16.1% | +64.1% | -80.2% | -36.0% |
| 1Y | -26.8% | +67.6% | -94.3% | -45.1% |
| All | +21.5% | +52.3% | -30.8% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling