+30.8%
BX vs CNP
+54.5%
-23.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -2.0% | +1.6% | -3.6% | -2.4% |
| 30D | -2.3% | -0.8% | -1.5% | -2.2% |
| 3M | +18.5% | -3.6% | +22.1% | +19.4% |
| 6M | +23.7% | -6.9% | +30.7% | +25.8% |
| YTD | -10.4% | +6.4% | -16.8% | -13.1% |
| 1Y | -19.6% | +9.9% | -29.5% | -22.9% |
| 3Y | +30.8% | +53.1% | -22.3% | +6.4% |
| All | +30.8% | +54.5% | -23.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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