+18.8%
BX vs COR
+180.2%
-161.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.6% |
| 7D | -5.7% | -3.9% | -1.8% | -5.3% |
| 30D | -8.9% | -0.3% | -8.6% | -8.9% |
| 3M | +8.4% | +15.9% | -7.5% | +6.7% |
| 6M | +18.9% | -10.3% | +29.2% | +20.2% |
| YTD | -13.6% | -3.7% | -9.9% | -13.8% |
| 1Y | -22.4% | +9.1% | -31.5% | -24.7% |
| 3Y | +26.0% | +86.6% | -60.6% | -1.2% |
| 5Y | +18.8% | +180.9% | -162.1% | -30.3% |
| All | +18.8% | +180.2% | -161.4% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling