+35.4%
BX vs COR
+86.2%
-50.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.5% |
| 7D | +0.6% | +7.8% | -7.3% | +1.0% |
| 30D | +14.2% | +7.0% | +7.2% | +14.7% |
| 3M | -18.7% | +16.3% | -35.0% | -17.7% |
| 6M | +2.5% | +41.3% | -38.8% | +6.5% |
| YTD | -18.8% | +7.1% | -25.9% | -18.6% |
| 1Y | -10.3% | -0.8% | -9.5% | -11.0% |
| 3Y | +35.4% | +85.0% | -49.6% | +62.9% |
| All | +35.4% | +86.2% | -50.8% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling