+950.6%
BX vs CRS
+860.0%
+90.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.2% |
| 7D | -2.0% | -3.1% | +1.1% | -0.8% |
| 30D | -2.3% | -19.6% | +17.3% | +6.0% |
| 3M | +18.5% | -8.1% | +26.6% | +21.3% |
| 6M | +23.7% | +18.6% | +5.2% | +13.2% |
| YTD | -10.4% | +45.9% | -56.2% | -25.4% |
| 1Y | -19.6% | +82.5% | -102.0% | -40.5% |
| 3Y | +30.8% | +648.9% | -618.1% | -48.4% |
| 5Y | +24.3% | +1,438.1% | -1,413.8% | -65.8% |
| 10Y | +679.5% | +1,327.0% | -647.5% | +72.3% |
| All | +950.6% | +860.0% | +90.6% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling