+635.8%
BX vs COO
+41.1%
+594.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +14.2% | +14.2% | +0.1% | +6.4% |
| 3M | -18.7% | -18.2% | -0.5% | -9.8% |
| 6M | +2.5% | +5.3% | -2.9% | -2.3% |
| YTD | -18.8% | -23.6% | +4.8% | -6.8% |
| 1Y | -10.3% | -12.7% | +2.4% | -5.0% |
| 3Y | +35.4% | -24.2% | +59.6% | +48.0% |
| 5Y | +0.3% | -40.0% | +40.2% | +24.7% |
| All | +635.8% | +41.1% | +594.7% | +569.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling