+912.2%
BX vs CMI
+1,551.8%
-639.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -2.9% |
| 7D | -5.7% | +0.7% | -6.4% | -6.1% |
| 30D | -8.9% | -12.3% | +3.4% | -1.8% |
| 3M | +8.4% | -16.8% | +25.2% | +19.1% |
| 6M | +18.9% | +1.5% | +17.4% | +14.2% |
| YTD | -13.6% | +9.8% | -23.4% | -21.3% |
| 1Y | -22.4% | +42.6% | -65.0% | -40.2% |
| 3Y | +26.0% | +151.0% | -125.0% | -30.8% |
| 5Y | +18.8% | +167.0% | -148.2% | -36.9% |
| 10Y | +668.7% | +512.2% | +156.6% | +137.9% |
| All | +912.2% | +1,551.8% | -639.6% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling