-26.8%
BX vs COR
+8.7%
-35.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.9% |
| 7D | -8.9% | -4.8% | -4.1% | -9.3% |
| 30D | -14.8% | -3.7% | -11.1% | -15.0% |
| 3M | +6.9% | +14.3% | -7.4% | +8.5% |
| 6M | +16.3% | -8.5% | +24.8% | +13.3% |
| YTD | -16.1% | -4.4% | -11.7% | -16.8% |
| 1Y | -26.8% | +9.1% | -35.9% | -26.9% |
| All | -26.8% | +8.7% | -35.5% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling