+668.7%
BX vs CNH
+157.1%
+511.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.6% |
| 7D | -5.7% | +1.8% | -7.5% | -6.6% |
| 30D | -8.9% | +32.6% | -41.5% | -20.4% |
| 3M | +8.4% | +29.4% | -21.0% | -4.9% |
| 6M | +18.9% | +26.0% | -7.1% | +4.1% |
| YTD | -13.6% | +52.2% | -65.8% | -31.3% |
| 1Y | -22.4% | +23.9% | -46.3% | -32.4% |
| 3Y | +26.0% | +10.1% | +15.9% | +12.9% |
| 5Y | +18.8% | +13.2% | +5.6% | +3.8% |
| 10Y | +668.7% | +160.7% | +508.1% | +360.9% |
| All | +668.7% | +157.1% | +511.6% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling