+846.1%
BX vs CP
+718.1%
+128.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.9% |
| 7D | +1.8% | +2.8% | -1.0% | -0.1% |
| 30D | +7.9% | +10.2% | -2.3% | +0.7% |
| 3M | -9.6% | +2.4% | -11.9% | -11.1% |
| 6M | -2.3% | +7.7% | -9.9% | -7.5% |
| YTD | -19.3% | +26.0% | -45.3% | -32.4% |
| 1Y | -13.2% | +34.6% | -47.9% | -30.9% |
| 3Y | +33.8% | +26.7% | +7.1% | +9.8% |
| 5Y | 0.0% | +24.9% | -24.9% | -17.6% |
| 10Y | +685.4% | +258.6% | +426.8% | +184.8% |
| All | +846.1% | +718.1% | +128.0% | +19.1% |
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 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