+24.5%
BX vs CRS
+612.2%
-587.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.8% |
| 7D | -5.6% | -6.8% | +1.2% | -3.8% |
| 30D | -12.2% | -16.1% | +3.9% | -8.1% |
| 3M | +7.4% | -21.2% | +28.6% | +13.9% |
| 6M | +22.2% | +8.7% | +13.5% | +17.6% |
| YTD | -14.0% | +41.0% | -55.0% | -23.9% |
| 1Y | -27.3% | +82.7% | -110.0% | -42.0% |
| 3Y | +24.5% | +604.8% | -580.2% | -37.6% |
| All | +24.5% | +612.2% | -587.7% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling