+967.7%
BX vs CMS
+652.7%
+315.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.4% | +0.4% | -4.7% | -4.6% |
| 30D | +0.1% | -3.6% | +3.7% | +2.4% |
| 3M | +16.0% | -1.9% | +17.9% | +16.8% |
| 6M | +21.6% | -11.0% | +32.6% | +30.2% |
| YTD | -8.9% | +0.2% | -9.1% | -10.3% |
| 1Y | -16.6% | -1.3% | -15.3% | -17.3% |
| 3Y | +43.3% | +35.9% | +7.4% | +10.8% |
| 5Y | +25.7% | +23.1% | +2.6% | +2.2% |
| 10Y | +689.5% | +117.9% | +571.6% | +277.9% |
| All | +967.7% | +652.7% | +315.0% | +28.5% |
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 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