+18.4%
BX vs CNC
+10.7%
+7.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.3% |
| 7D | -5.6% | -0.9% | -4.7% | -5.5% |
| 30D | -12.2% | -1.0% | -11.3% | -12.2% |
| 3M | +7.4% | +4.5% | +2.9% | +6.6% |
| 6M | +22.2% | +85.2% | -63.1% | +12.4% |
| YTD | -14.0% | +61.4% | -75.4% | -19.9% |
| 1Y | -27.3% | +94.9% | -122.2% | -34.3% |
| 3Y | +24.5% | 0.0% | +24.5% | +20.2% |
| All | +18.4% | +10.7% | +7.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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