+870.1%
BX vs CPB
+10.0%
+860.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +3.7% | +2.9% | +0.8% | +2.8% |
| 30D | +8.2% | +17.6% | -9.4% | +3.1% |
| 3M | -12.7% | +2.0% | -14.7% | -13.5% |
| 6M | +1.0% | +11.6% | -10.7% | -3.1% |
| YTD | -17.2% | -13.8% | -3.5% | -14.6% |
| 1Y | -11.6% | -21.6% | +10.0% | -6.2% |
| 3Y | +36.8% | -35.8% | +72.6% | +50.8% |
| 5Y | +4.8% | -33.3% | +38.1% | +11.0% |
| 10Y | +672.8% | -39.4% | +712.2% | +697.1% |
| All | +870.1% | +10.0% | +860.1% | +504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling