+635.8%
BX vs CP
+257.3%
+378.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +0.6% | +2.1% | -1.6% | -0.9% |
| 30D | +14.2% | +9.3% | +4.9% | +7.6% |
| 3M | -18.7% | +0.5% | -19.2% | -19.0% |
| 6M | +2.5% | +10.4% | -7.9% | -4.4% |
| YTD | -18.8% | +28.7% | -47.5% | -32.5% |
| 1Y | -10.3% | +33.2% | -43.5% | -27.3% |
| 3Y | +35.4% | +38.4% | -3.0% | +5.3% |
| 5Y | +0.3% | +26.2% | -25.9% | -17.5% |
| All | +635.8% | +257.3% | +378.5% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling