+16.0%
BX vs CRS
+1,358.7%
-1,342.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.1% |
| 7D | -8.9% | -4.1% | -4.8% | -7.7% |
| 30D | -14.8% | -16.6% | +1.8% | -10.0% |
| 3M | +6.9% | -14.3% | +21.2% | +11.3% |
| 6M | +16.3% | +11.6% | +4.7% | +10.4% |
| YTD | -16.1% | +42.6% | -58.7% | -27.1% |
| 1Y | -26.8% | +81.8% | -108.6% | -42.8% |
| 3Y | +22.4% | +632.1% | -609.6% | -44.2% |
| 5Y | +16.0% | +1,401.6% | -1,385.6% | -59.1% |
| All | +16.0% | +1,358.7% | -1,342.7% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling