+866.0%
BX vs CRL
+547.8%
+318.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -2.8% | +5.0% | -7.9% | -5.3% |
| 30D | +7.3% | +13.5% | -6.2% | -0.7% |
| 3M | -16.3% | +21.5% | -37.8% | -25.6% |
| 6M | +2.5% | +103.4% | -100.9% | -31.3% |
| YTD | -17.6% | +71.8% | -89.4% | -40.8% |
| 1Y | -12.4% | +97.5% | -109.9% | -41.6% |
| 3Y | +36.2% | +99.2% | -63.1% | -18.5% |
| 5Y | +3.0% | -12.1% | +15.1% | -5.7% |
| 10Y | +680.0% | +359.2% | +320.8% | +158.4% |
| All | +866.0% | +547.8% | +318.1% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling