+30.8%
BX vs CRL
+37.9%
-7.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.7% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | -2.3% | +5.0% | -7.3% | -3.8% |
| 3M | +18.5% | +50.6% | -32.1% | +3.1% |
| 6M | +23.7% | +60.9% | -37.2% | +4.2% |
| YTD | -10.4% | +40.7% | -51.1% | -21.1% |
| 1Y | -19.6% | +73.3% | -92.9% | -34.7% |
| 3Y | +30.8% | +40.6% | -9.8% | +7.4% |
| All | +30.8% | +37.9% | -7.1% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling