+642.7%
BX vs COR
+405.5%
+237.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -8.9% | -4.8% | -4.1% | -7.6% |
| 30D | -14.8% | -3.7% | -11.1% | -14.0% |
| 3M | +6.9% | +14.3% | -7.4% | +2.6% |
| 6M | +16.3% | -8.5% | +24.8% | +18.1% |
| YTD | -16.1% | -4.4% | -11.7% | -16.4% |
| 1Y | -26.8% | +9.1% | -35.9% | -30.5% |
| 3Y | +22.4% | +85.2% | -62.8% | -6.5% |
| 5Y | +16.0% | +180.7% | -164.6% | -25.4% |
| All | +642.7% | +405.5% | +237.2% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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