-8.5%
BX vs CMI
+10.9%
-19.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.8% | +12.0% | +7.4% |
| 7D | +8.3% | -11.2% | +19.5% | +10.9% |
| 30D | +13.5% | -9.8% | +23.4% | +15.6% |
| 3M | -7.6% | -25.5% | +17.9% | -1.6% |
| 6M | +4.0% | -27.7% | +31.7% | +10.5% |
| YTD | -15.2% | -6.6% | -8.6% | -17.2% |
| 1Y | -8.5% | +11.7% | -20.1% | -14.0% |
| All | -8.5% | +10.9% | -19.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling