+38.4%
BX vs CSGP
-61.9%
+100.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.1% |
| 7D | -4.4% | -4.1% | -0.3% | -2.7% |
| 30D | +0.1% | +2.3% | -2.2% | -1.2% |
| 3M | +16.0% | -8.2% | +24.2% | +19.2% |
| 6M | +21.6% | -35.1% | +56.7% | +46.3% |
| YTD | -8.9% | -54.0% | +45.1% | +28.8% |
| 1Y | -16.6% | -65.3% | +48.7% | +36.6% |
| All | +38.4% | -61.9% | +100.3% | +112.1% |
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