+16.0%
BX vs CLBK
+41.8%
-25.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.0% |
| 7D | -8.9% | -1.4% | -7.5% | -8.4% |
| 30D | -14.8% | +4.5% | -19.3% | -16.4% |
| 3M | +6.9% | +22.8% | -15.9% | -2.2% |
| 6M | +16.3% | +43.4% | -27.2% | -0.3% |
| YTD | -16.1% | +64.1% | -80.2% | -32.2% |
| 1Y | -26.8% | +67.6% | -94.3% | -41.5% |
| 3Y | +22.4% | +53.3% | -30.8% | +0.1% |
| 5Y | +16.0% | +44.8% | -28.8% | -9.1% |
| All | +16.0% | +41.8% | -25.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling