+668.7%
BX vs CMS
+116.0%
+552.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.2% |
| 7D | -5.7% | +0.2% | -5.8% | -5.7% |
| 30D | -8.9% | -1.3% | -7.6% | -8.4% |
| 3M | +8.4% | -5.4% | +13.8% | +10.7% |
| 6M | +18.9% | -10.3% | +29.3% | +24.3% |
| YTD | -13.6% | -0.2% | -13.4% | -14.4% |
| 1Y | -22.4% | -0.9% | -21.6% | -23.0% |
| 3Y | +26.0% | +34.0% | -7.9% | +6.3% |
| 5Y | +18.8% | +23.6% | -4.8% | +3.3% |
| 10Y | +668.7% | +122.2% | +546.5% | +501.7% |
| All | +668.7% | +116.0% | +552.8% | +501.7% |
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