+27.6%
BX vs CMS
+23.4%
+4.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.4% | +0.4% | -4.7% | -4.5% |
| 30D | +0.1% | -3.6% | +3.7% | +1.5% |
| 3M | +16.0% | -1.9% | +17.9% | +16.4% |
| 6M | +21.6% | -11.0% | +32.6% | +26.9% |
| YTD | -8.9% | +0.2% | -9.1% | -10.0% |
| 1Y | -16.6% | -1.3% | -15.3% | -17.2% |
| 3Y | +43.3% | +35.9% | +7.4% | +19.1% |
| All | +27.6% | +23.4% | +4.2% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling