+851.5%
BX vs CRL
+538.9%
+312.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +14.2% | +11.9% | +2.3% | +6.5% |
| 3M | -18.7% | +20.2% | -38.9% | -27.3% |
| 6M | +2.5% | +107.5% | -105.1% | -32.0% |
| YTD | -18.8% | +69.4% | -88.2% | -41.3% |
| 1Y | -10.3% | +99.7% | -110.0% | -40.6% |
| 3Y | +35.4% | +98.8% | -63.4% | -19.0% |
| 5Y | +0.3% | -12.4% | +12.7% | -8.1% |
| 10Y | +668.4% | +352.9% | +315.5% | +156.2% |
| All | +851.5% | +538.9% | +312.7% | +120.5% |
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 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