+642.7%
BX vs CRL
+249.3%
+393.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.0% |
| 7D | -8.9% | -6.9% | -2.0% | -5.9% |
| 30D | -14.8% | -3.2% | -11.6% | -13.6% |
| 3M | +6.9% | +46.5% | -39.6% | -11.2% |
| 6M | +16.3% | +63.1% | -46.8% | -9.4% |
| YTD | -16.1% | +36.9% | -52.9% | -29.5% |
| 1Y | -26.8% | +78.1% | -104.9% | -46.5% |
| 3Y | +22.4% | +36.7% | -14.2% | -5.9% |
| 5Y | +16.0% | -38.1% | +54.1% | +30.1% |
| All | +642.7% | +249.3% | +393.4% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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