-8.5%
BX vs CP
+35.2%
-43.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.8% | +4.5% |
| 7D | +8.3% | +5.6% | +2.7% | +5.4% |
| 30D | +13.5% | +10.0% | +3.5% | +8.4% |
| 3M | -7.6% | +4.4% | -12.0% | -9.6% |
| 6M | +4.0% | +14.1% | -10.0% | -1.6% |
| YTD | -15.2% | +29.1% | -44.2% | -23.2% |
| 1Y | -8.5% | +34.6% | -43.0% | -20.1% |
| All | -8.5% | +35.2% | -43.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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