+664.4%
BX vs CME
+281.2%
+383.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | -5.7% | -0.6% | -5.0% | -5.4% |
| 30D | -8.9% | +4.7% | -13.6% | -10.8% |
| 3M | +8.4% | +7.8% | +0.6% | +4.4% |
| 6M | +18.9% | -11.0% | +29.9% | +23.8% |
| YTD | -13.6% | +4.0% | -17.7% | -16.6% |
| 1Y | -22.4% | +9.1% | -31.6% | -27.1% |
| 3Y | +26.0% | +52.3% | -26.3% | -3.1% |
| 5Y | +18.8% | +76.1% | -57.3% | -15.6% |
| All | +664.4% | +281.2% | +383.1% | +337.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling