+24.3%
BX vs CNH
+7.1%
+17.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.9% |
| 7D | -2.0% | +8.8% | -10.8% | -6.1% |
| 30D | -2.3% | +24.7% | -27.0% | -12.9% |
| 3M | +18.5% | +27.3% | -8.8% | +4.0% |
| 6M | +23.7% | +23.2% | +0.6% | +8.6% |
| YTD | -10.4% | +48.9% | -59.3% | -29.6% |
| 1Y | -19.6% | +19.4% | -39.0% | -29.2% |
| 3Y | +30.8% | +7.8% | +23.0% | +17.9% |
| 5Y | +24.3% | +8.7% | +15.6% | +5.5% |
| All | +24.3% | +7.1% | +17.2% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling