+822.6%
BX vs CNH
+36.9%
+785.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.3% | -1.1% |
| 7D | -1.1% | +6.4% | -7.5% | -3.8% |
| 30D | +8.8% | -1.6% | +10.5% | +9.2% |
| 3M | -18.3% | +11.6% | -29.8% | -23.5% |
| 6M | -1.5% | +12.5% | -14.1% | -9.2% |
| YTD | -19.9% | +31.1% | -51.0% | -32.0% |
| 1Y | -14.5% | +17.0% | -31.5% | -23.8% |
| 3Y | +32.3% | +28.7% | +3.6% | +10.5% |
| 5Y | -1.1% | -17.4% | +16.3% | -1.8% |
| 10Y | +657.8% | +105.0% | +552.9% | +383.2% |
| All | +822.6% | +36.9% | +785.7% | +485.0% |
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