+967.7%
BX vs CRL
+445.4%
+522.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.3% |
| 7D | -4.4% | -1.0% | -3.4% | -3.9% |
| 30D | +0.1% | +10.7% | -10.6% | -5.0% |
| 3M | +16.0% | +55.3% | -39.3% | -8.5% |
| 6M | +21.6% | +60.7% | -39.0% | -7.4% |
| YTD | -8.9% | +44.6% | -53.5% | -27.3% |
| 1Y | -16.6% | +77.7% | -94.4% | -41.2% |
| 3Y | +43.3% | +37.6% | +5.7% | +5.8% |
| 5Y | +25.7% | -35.8% | +61.5% | +37.3% |
| 10Y | +689.5% | +241.7% | +447.8% | +209.9% |
| All | +967.7% | +445.4% | +522.3% | +172.9% |
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