+41.0%
BX vs CSGP
-59.5%
+100.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.9% |
| 7D | +3.3% | -1.8% | +5.1% | +4.0% |
| 30D | +9.6% | +5.3% | +4.3% | +6.5% |
| 3M | -8.7% | +3.3% | -12.0% | -11.0% |
| 6M | +2.2% | -4.7% | +6.9% | +2.1% |
| YTD | -16.2% | -53.5% | +37.3% | +15.9% |
| 1Y | -11.5% | -53.7% | +42.2% | +22.4% |
| 3Y | +41.0% | -59.7% | +100.8% | +104.1% |
| All | +41.0% | -59.5% | +100.5% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling