+635.8%
BX vs CSGP
+65.8%
+570.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | 0.0% |
| 7D | +0.6% | +1.3% | -0.8% | -0.1% |
| 30D | +14.2% | +2.8% | +11.4% | +11.3% |
| 3M | -18.7% | -6.3% | -12.4% | -17.4% |
| 6M | +2.5% | -3.2% | +5.6% | +0.8% |
| YTD | -18.8% | -54.0% | +35.1% | +16.5% |
| 1Y | -10.3% | -54.8% | +44.5% | +29.8% |
| 3Y | +35.4% | -60.6% | +96.0% | +105.5% |
| 5Y | +0.3% | -62.6% | +62.9% | +53.2% |
| All | +635.8% | +65.8% | +570.0% | +548.7% |
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