+642.7%
BX vs CPB
-45.5%
+688.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.3% |
| 7D | -8.9% | -5.4% | -3.5% | -8.3% |
| 30D | -14.8% | -7.8% | -7.0% | -13.9% |
| 3M | +6.9% | -6.9% | +13.9% | +7.7% |
| 6M | +16.3% | -12.2% | +28.5% | +17.9% |
| YTD | -16.1% | -21.1% | +5.0% | -13.9% |
| 1Y | -26.8% | -33.5% | +6.7% | -23.3% |
| 3Y | +22.4% | -43.2% | +65.6% | +29.7% |
| 5Y | +16.0% | -40.9% | +56.9% | +21.4% |
| All | +642.7% | -45.5% | +688.1% | +696.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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