-16.6%
BX vs CRS
+102.1%
-118.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +0.1% | -16.6% | +16.7% | +1.4% |
| 3M | +16.0% | -3.5% | +19.5% | +16.1% |
| 6M | +21.6% | +15.4% | +6.2% | +20.5% |
| YTD | -8.9% | +51.2% | -60.1% | -8.5% |
| 1Y | -16.6% | +98.3% | -114.9% | -14.2% |
| All | -16.6% | +102.1% | -118.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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