+912.2%
BX vs CNC
+1,161.0%
-248.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | -5.7% | -4.9% | -0.8% | -4.4% |
| 30D | -8.9% | -3.8% | -5.1% | -8.1% |
| 3M | +8.4% | -3.2% | +11.6% | +8.8% |
| 6M | +18.9% | +47.9% | -28.9% | +4.9% |
| YTD | -13.6% | +55.7% | -69.3% | -25.4% |
| 1Y | -22.4% | +106.2% | -128.7% | -38.8% |
| 3Y | +26.0% | -2.1% | +28.1% | +14.4% |
| 5Y | +18.8% | +3.4% | +15.4% | +4.4% |
| 10Y | +668.7% | +91.7% | +577.1% | +427.3% |
| All | +912.2% | +1,161.0% | -248.8% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling