+967.7%
BX vs CP
+711.3%
+256.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | -2.7% | -1.7% | -2.5% |
| 30D | +0.1% | +0.2% | -0.1% | -0.1% |
| 3M | +16.0% | +2.6% | +13.4% | +13.7% |
| 6M | +21.6% | +6.0% | +15.6% | +15.9% |
| YTD | -8.9% | +24.9% | -33.8% | -23.3% |
| 1Y | -16.6% | +20.1% | -36.7% | -27.9% |
| 3Y | +43.3% | +16.4% | +26.9% | +24.8% |
| 5Y | +25.7% | +31.7% | -6.0% | -0.5% |
| 10Y | +689.5% | +223.9% | +465.6% | +207.4% |
| All | +967.7% | +711.3% | +256.5% | +35.2% |
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