-26.8%
BX vs CRL
+73.3%
-100.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.4% |
| 7D | -8.9% | -6.9% | -2.0% | -7.4% |
| 30D | -14.8% | -3.2% | -11.6% | -14.2% |
| 3M | +6.9% | +46.5% | -39.6% | -2.2% |
| 6M | +16.3% | +63.1% | -46.8% | +3.0% |
| YTD | -16.1% | +36.9% | -52.9% | -21.7% |
| 1Y | -26.8% | +78.1% | -104.9% | -33.5% |
| All | -26.8% | +73.3% | -100.1% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling