+967.7%
BX vs CLF
-60.8%
+1,028.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -4.4% | +7.6% | -12.0% | -6.1% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | +16.0% | -13.4% | +29.4% | +18.6% |
| 6M | +21.6% | +15.4% | +6.2% | +15.2% |
| YTD | -8.9% | -5.9% | -3.0% | -10.6% |
| 1Y | -16.6% | +18.8% | -35.4% | -24.3% |
| 3Y | +43.3% | -19.4% | +62.7% | +34.5% |
| 5Y | +25.7% | -47.7% | +73.4% | +25.7% |
| 10Y | +689.5% | +130.4% | +559.1% | +350.2% |
| All | +967.7% | -60.8% | +1,028.5% | +351.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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