+846.1%
BX vs CMS
+660.6%
+185.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +1.2% |
| 7D | +1.8% | -1.3% | +3.1% | +2.8% |
| 30D | +7.9% | +6.3% | +1.6% | +3.6% |
| 3M | -9.6% | -2.1% | -7.5% | -8.4% |
| 6M | -2.3% | -5.1% | +2.8% | +0.6% |
| YTD | -19.3% | +1.3% | -20.5% | -21.0% |
| 1Y | -13.2% | -1.4% | -11.9% | -13.7% |
| 3Y | +33.8% | +36.9% | -3.1% | +3.3% |
| 5Y | 0.0% | +32.5% | -32.5% | -22.7% |
| 10Y | +685.4% | +126.8% | +558.6% | +265.2% |
| All | +846.1% | +660.6% | +185.4% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling