+16.0%
BX vs CLX
-37.2%
+53.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -8.9% | -5.9% | -3.1% | -7.6% |
| 30D | -14.8% | -17.0% | +2.3% | -10.9% |
| 3M | +6.9% | -9.6% | +16.5% | +9.4% |
| 6M | +16.3% | -21.5% | +37.8% | +22.7% |
| YTD | -16.1% | -8.8% | -7.3% | -15.0% |
| 1Y | -26.8% | -24.7% | -2.1% | -22.3% |
| 3Y | +22.4% | -35.6% | +58.1% | +34.1% |
| 5Y | +16.0% | -37.6% | +53.6% | +15.6% |
| All | +16.0% | -37.2% | +53.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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