+674.8%
BX vs CSGP
+63.3%
+611.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +2.1% |
| 7D | +1.8% | +1.3% | +0.5% | +1.1% |
| 30D | +7.9% | +10.7% | -2.8% | +0.9% |
| 3M | -9.6% | +3.3% | -12.9% | -12.8% |
| 6M | -2.3% | -10.3% | +8.1% | -0.2% |
| YTD | -19.3% | -54.6% | +35.3% | +16.6% |
| 1Y | -13.2% | -54.6% | +41.4% | +25.1% |
| 3Y | +33.8% | -60.3% | +94.1% | +102.1% |
| 5Y | 0.0% | -63.3% | +63.3% | +54.1% |
| All | +674.8% | +63.3% | +611.5% | +587.1% |
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