+865.5%
BX vs CNH
+46.6%
+818.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.9% | -7.1% | -0.7% |
| 7D | +3.3% | +8.6% | -5.3% | -0.3% |
| 30D | +9.6% | +12.6% | -3.0% | +4.0% |
| 3M | -8.7% | +17.5% | -26.2% | -16.3% |
| 6M | +2.2% | +18.1% | -15.9% | -7.5% |
| YTD | -16.2% | +40.4% | -56.6% | -30.8% |
| 1Y | -11.5% | +34.0% | -45.5% | -25.6% |
| 3Y | +41.0% | +35.3% | +5.7% | +15.5% |
| 5Y | +1.1% | -5.1% | +6.2% | -5.0% |
| 10Y | +710.1% | +124.0% | +586.1% | +399.1% |
| All | +865.5% | +46.6% | +818.9% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling