+661.1%
BX vs CMI
+516.5%
+144.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.8% |
| 7D | -5.6% | -0.7% | -4.9% | -5.2% |
| 30D | -12.2% | -12.4% | +0.2% | -5.3% |
| 3M | +7.4% | -14.8% | +22.2% | +16.6% |
| 6M | +22.2% | +0.8% | +21.4% | +17.1% |
| YTD | -14.0% | +10.2% | -24.2% | -22.6% |
| 1Y | -27.3% | +37.4% | -64.7% | -43.9% |
| 3Y | +24.5% | +153.3% | -128.7% | -35.4% |
| 5Y | +18.9% | +167.6% | -148.7% | -40.7% |
| All | +661.1% | +516.5% | +144.6% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling