+967.7%
BX vs CPB
+2.8%
+964.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.1% |
| 7D | -4.4% | -8.6% | +4.2% | -1.9% |
| 30D | +0.1% | -7.2% | +7.3% | +2.2% |
| 3M | +16.0% | +0.9% | +15.1% | +15.0% |
| 6M | +21.6% | -11.8% | +33.4% | +25.2% |
| YTD | -8.9% | -19.4% | +10.5% | -3.9% |
| 1Y | -16.6% | -30.4% | +13.8% | -8.3% |
| 3Y | +43.3% | -40.2% | +83.5% | +61.4% |
| 5Y | +25.7% | -39.5% | +65.2% | +37.6% |
| 10Y | +689.5% | -47.4% | +736.9% | +769.7% |
| All | +967.7% | +2.8% | +964.9% | +580.4% |
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