+18.4%
BX vs CMI
+164.8%
-146.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.7% |
| 7D | -5.6% | -0.7% | -4.9% | -5.1% |
| 30D | -12.2% | -12.4% | +0.2% | -4.7% |
| 3M | +7.4% | -14.8% | +22.2% | +17.2% |
| 6M | +22.2% | +0.8% | +21.4% | +15.3% |
| YTD | -14.0% | +10.2% | -24.2% | -24.9% |
| 1Y | -27.3% | +37.4% | -64.7% | -47.5% |
| 3Y | +24.5% | +153.3% | -128.7% | -46.8% |
| All | +18.4% | +164.8% | -146.3% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling