+668.7%
BX vs CP
+224.3%
+444.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.9% |
| 7D | -5.7% | +0.6% | -6.3% | -6.0% |
| 30D | -8.9% | -0.5% | -8.4% | -8.6% |
| 3M | +8.4% | +0.1% | +8.3% | +8.2% |
| 6M | +18.9% | +7.8% | +11.1% | +12.3% |
| YTD | -13.6% | +22.9% | -36.5% | -25.8% |
| 1Y | -22.4% | +21.3% | -43.8% | -32.9% |
| 3Y | +26.0% | +20.4% | +5.7% | +8.0% |
| 5Y | +18.8% | +34.9% | -16.2% | -6.2% |
| 10Y | +668.7% | +233.3% | +435.4% | +248.3% |
| All | +668.7% | +224.3% | +444.4% | +248.3% |
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