+870.1%
BX vs CNP
+401.3%
+468.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.9% |
| 7D | +3.7% | -3.0% | +6.7% | +5.5% |
| 30D | +8.2% | +6.8% | +1.4% | +3.6% |
| 3M | -12.7% | +3.6% | -16.3% | -14.9% |
| 6M | +1.0% | 0.0% | +1.0% | +0.1% |
| YTD | -17.2% | +9.4% | -26.6% | -23.0% |
| 1Y | -11.6% | +6.8% | -18.4% | -16.6% |
| 3Y | +36.8% | +64.2% | -27.4% | -4.3% |
| 5Y | +4.8% | +76.0% | -71.2% | -30.1% |
| 10Y | +672.8% | +143.3% | +529.5% | +261.9% |
| All | +870.1% | +401.3% | +468.8% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling