+967.7%
BX vs COR
+1,956.9%
-989.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.3% |
| 7D | -4.4% | +2.8% | -7.2% | -5.6% |
| 30D | +0.1% | +4.5% | -4.4% | -2.1% |
| 3M | +16.0% | +22.7% | -6.6% | +5.3% |
| 6M | +21.6% | -9.7% | +31.3% | +24.9% |
| YTD | -8.9% | -1.4% | -7.5% | -10.9% |
| 1Y | -16.6% | +13.9% | -30.5% | -24.5% |
| 3Y | +43.3% | +94.0% | -50.6% | -4.2% |
| 5Y | +25.7% | +184.0% | -158.3% | -32.3% |
| 10Y | +689.5% | +406.8% | +282.7% | +181.3% |
| All | +967.7% | +1,956.9% | -989.2% | +28.1% |
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