+882.1%
BX vs COO
+376.9%
+505.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.4% |
| 7D | +3.3% | +4.3% | -1.0% | +1.0% |
| 30D | +9.6% | +17.6% | -8.0% | +0.5% |
| 3M | -8.7% | -13.9% | +5.2% | -1.7% |
| 6M | +2.2% | +6.6% | -4.3% | -3.0% |
| YTD | -16.2% | -22.0% | +5.8% | -5.4% |
| 1Y | -11.5% | -8.8% | -2.7% | -8.7% |
| 3Y | +41.0% | -21.5% | +62.5% | +51.5% |
| 5Y | +1.1% | -41.0% | +42.1% | +27.7% |
| 10Y | +710.1% | +40.9% | +669.2% | +514.3% |
| All | +882.1% | +376.9% | +505.2% | +203.8% |
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 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