+24.3%
BX vs COO
-39.5%
+63.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +0.1% |
| 7D | -2.0% | -2.3% | +0.3% | -0.6% |
| 30D | -2.3% | -8.8% | +6.5% | +3.3% |
| 3M | +18.5% | +1.3% | +17.2% | +17.1% |
| 6M | +23.7% | -11.6% | +35.3% | +32.5% |
| YTD | -10.4% | -17.4% | +7.1% | +0.2% |
| 1Y | -19.6% | -1.6% | -18.0% | -20.2% |
| 3Y | +30.8% | -22.6% | +53.4% | +41.9% |
| 5Y | +24.3% | -40.3% | +64.7% | +61.8% |
| All | +24.3% | -39.5% | +63.8% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling