+668.7%
BX vs COO
+36.7%
+632.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.6% | -0.2% |
| 7D | -5.7% | -9.0% | +3.3% | -0.6% |
| 30D | -8.9% | -16.8% | +7.9% | +1.0% |
| 3M | +8.4% | -7.5% | +15.9% | +12.7% |
| 6M | +18.9% | -16.3% | +35.2% | +30.4% |
| YTD | -13.6% | -22.5% | +8.9% | -0.9% |
| 1Y | -22.4% | -7.0% | -15.5% | -20.5% |
| 3Y | +26.0% | -27.5% | +53.5% | +42.7% |
| 5Y | +18.8% | -43.3% | +62.1% | +52.7% |
| 10Y | +668.7% | +37.6% | +631.2% | +632.3% |
| All | +668.7% | +36.7% | +632.0% | +632.3% |
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