+24.5%
BX vs CMI
+150.2%
-125.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.0% |
| 3M | +7.4% | -14.8% | +22.2% | +15.4% |
| 6M | +22.2% | +0.8% | +21.4% | +15.5% |
| YTD | -14.0% | +10.2% | -24.2% | -24.2% |
| 1Y | -27.3% | +37.4% | -64.7% | -46.3% |
| 3Y | +24.5% | +153.3% | -128.7% | -45.8% |
| All | +24.5% | +150.2% | -125.7% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling