+967.7%
BX vs CLX
+164.6%
+803.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -4.4% | -9.2% | +4.9% | -0.5% |
| 30D | +0.1% | -11.0% | +11.1% | +5.1% |
| 3M | +16.0% | +5.0% | +11.0% | +13.1% |
| 6M | +21.6% | -18.8% | +40.4% | +31.3% |
| YTD | -8.9% | -4.4% | -4.5% | -8.9% |
| 1Y | -16.6% | -21.9% | +5.2% | -9.2% |
| 3Y | +43.3% | -32.8% | +76.1% | +63.6% |
| 5Y | +25.7% | -34.6% | +60.3% | +40.0% |
| 10Y | +689.5% | -4.7% | +694.2% | +495.5% |
| All | +967.7% | +164.6% | +803.2% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling