+882.1%
BX vs CLF
-61.5%
+943.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.0% | -3.2% | +2.2% |
| 7D | +3.3% | -14.1% | +17.3% | +6.5% |
| 30D | +9.6% | -5.5% | +15.1% | +9.8% |
| 3M | -8.7% | 0.0% | -8.7% | -10.2% |
| 6M | +2.2% | +11.3% | -9.0% | -3.2% |
| YTD | -16.2% | -7.7% | -8.5% | -18.5% |
| 1Y | -11.5% | +17.5% | -29.0% | -19.0% |
| 3Y | +41.0% | -25.4% | +66.4% | +33.2% |
| 5Y | +1.1% | -46.0% | +47.1% | -0.7% |
| 10Y | +710.1% | +80.1% | +630.0% | +390.6% |
| All | +882.1% | -61.5% | +943.6% | +310.8% |
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