+697.2%
BX vs CSGP
+44.3%
+653.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.1% |
| 7D | -4.4% | -4.1% | -0.3% | -2.4% |
| 30D | +0.1% | +2.3% | -2.2% | -1.5% |
| 3M | +16.0% | -8.2% | +24.2% | +19.5% |
| 6M | +21.6% | -35.1% | +56.7% | +49.2% |
| YTD | -8.9% | -54.0% | +45.1% | +32.5% |
| 1Y | -16.6% | -65.3% | +48.7% | +40.6% |
| 3Y | +43.3% | -62.6% | +105.9% | +126.5% |
| 5Y | +25.7% | -64.8% | +90.5% | +99.9% |
| All | +697.2% | +44.3% | +653.0% | +634.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling