+882.1%
BX vs CP
+734.6%
+147.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +2.4% |
| 7D | +3.3% | +2.8% | +0.5% | +1.4% |
| 30D | +9.6% | +11.3% | -1.8% | +1.6% |
| 3M | -8.7% | +2.9% | -11.5% | -10.5% |
| 6M | +2.2% | +9.8% | -7.5% | -4.6% |
| YTD | -16.2% | +28.5% | -44.7% | -30.9% |
| 1Y | -11.5% | +33.5% | -45.0% | -29.0% |
| 3Y | +41.0% | +31.9% | +9.1% | +12.4% |
| 5Y | +1.1% | +25.5% | -24.4% | -17.0% |
| 10Y | +710.1% | +257.6% | +452.5% | +194.7% |
| All | +882.1% | +734.6% | +147.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling