+642.7%
BX vs CME
+280.4%
+362.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -8.9% | -2.4% | -6.5% | -8.0% |
| 30D | -14.8% | +6.2% | -21.0% | -17.0% |
| 3M | +6.9% | +4.4% | +2.5% | +4.5% |
| 6M | +16.3% | -9.6% | +25.9% | +20.3% |
| YTD | -16.1% | +3.8% | -19.9% | -18.9% |
| 1Y | -26.8% | +9.5% | -36.3% | -31.3% |
| 3Y | +22.4% | +51.9% | -29.5% | -5.8% |
| 5Y | +16.0% | +78.7% | -62.7% | -18.1% |
| All | +642.7% | +280.4% | +362.3% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling