+838.5%
BX vs COR
+2,071.4%
-1,232.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.1% | +2.9% | -3.9% | -2.3% |
| 30D | +8.8% | +5.8% | +3.0% | +6.2% |
| 3M | -18.3% | +11.4% | -29.7% | -22.2% |
| 6M | -1.5% | +34.5% | -36.0% | -14.2% |
| YTD | -19.9% | +4.1% | -24.0% | -23.6% |
| 1Y | -14.5% | -3.1% | -11.4% | -15.8% |
| 3Y | +32.3% | +80.9% | -48.6% | -7.8% |
| 5Y | -1.1% | +195.1% | -196.3% | -47.6% |
| 10Y | +657.8% | +492.7% | +165.1% | +151.2% |
| All | +838.5% | +2,071.4% | -1,232.9% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling