+967.7%
BX vs COO
+419.2%
+548.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -4.4% | -2.2% | -2.2% | -3.2% |
| 30D | +0.1% | -7.0% | +7.1% | +4.2% |
| 3M | +16.0% | +12.2% | +3.8% | +8.0% |
| 6M | +21.6% | -15.1% | +36.7% | +32.1% |
| YTD | -8.9% | -15.1% | +6.2% | -1.0% |
| 1Y | -16.6% | +2.3% | -19.0% | -18.9% |
| 3Y | +43.3% | -23.7% | +67.0% | +57.8% |
| 5Y | +25.7% | -38.9% | +64.6% | +57.1% |
| 10Y | +689.5% | +49.9% | +639.6% | +482.7% |
| All | +967.7% | +419.2% | +548.6% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling