+710.1%
BX vs CMS
+127.7%
+582.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.6% |
| 7D | +3.3% | -0.9% | +4.2% | +3.7% |
| 30D | +9.6% | +7.1% | +2.5% | +6.3% |
| 3M | -8.7% | -1.3% | -7.4% | -8.2% |
| 6M | +2.2% | -2.7% | +4.9% | +3.1% |
| YTD | -16.2% | +2.6% | -18.8% | -17.9% |
| 1Y | -11.5% | -2.0% | -9.5% | -11.5% |
| 3Y | +41.0% | +39.6% | +1.4% | +16.7% |
| 5Y | +1.1% | +35.3% | -34.3% | -15.8% |
| 10Y | +710.1% | +132.3% | +577.8% | +548.4% |
| All | +710.1% | +127.7% | +582.4% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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