+866.0%
BX vs CPB
+8.6%
+857.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -2.8% | -4.1% | +1.2% | -1.6% |
| 30D | +7.3% | +16.9% | -9.6% | +2.4% |
| 3M | -16.3% | -0.6% | -15.8% | -16.4% |
| 6M | +2.5% | +11.4% | -8.9% | -1.6% |
| YTD | -17.6% | -14.8% | -2.7% | -14.7% |
| 1Y | -12.4% | -24.8% | +12.4% | -5.8% |
| 3Y | +36.2% | -36.6% | +72.8% | +50.8% |
| 5Y | +3.0% | -33.3% | +36.3% | +9.0% |
| 10Y | +680.0% | -40.4% | +720.4% | +709.4% |
| All | +866.0% | +8.6% | +857.3% | +504.3% |
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