+24.3%
BX vs CP
+34.0%
-9.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -2.0% | +2.4% | -4.4% | -3.6% |
| 30D | -2.3% | -0.5% | -1.8% | -2.0% |
| 3M | +18.5% | +1.4% | +17.1% | +17.2% |
| 6M | +23.7% | +10.3% | +13.4% | +14.6% |
| YTD | -10.4% | +24.3% | -34.7% | -24.3% |
| 1Y | -19.6% | +20.4% | -40.0% | -30.5% |
| 3Y | +30.8% | +21.8% | +9.0% | +9.2% |
| 5Y | +24.3% | +31.5% | -7.2% | -4.8% |
| All | +24.3% | +34.0% | -9.7% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling