+36.9%
BX vs CNH
+12.3%
+24.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -2.5% |
| 7D | -4.4% | +23.3% | -27.7% | -11.4% |
| 30D | +0.1% | +33.5% | -33.4% | -10.3% |
| 3M | +16.0% | +32.7% | -16.7% | +3.8% |
| 6M | +21.6% | +22.2% | -0.6% | +11.4% |
| YTD | -8.9% | +57.7% | -66.6% | -26.2% |
| 1Y | -16.6% | +28.0% | -44.6% | -25.8% |
| All | +36.9% | +12.3% | +24.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling