+4.8%
BX vs CSGP
-63.3%
+68.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.2% |
| 7D | +3.7% | -3.2% | +6.8% | +5.4% |
| 30D | +8.2% | +2.2% | +6.0% | +5.6% |
| 3M | -12.7% | -3.7% | -9.0% | -12.7% |
| 6M | +1.0% | -7.4% | +8.4% | +1.7% |
| YTD | -17.2% | -54.9% | +37.7% | +23.5% |
| 1Y | -11.6% | -54.9% | +43.3% | +31.5% |
| 3Y | +36.8% | -61.9% | +98.7% | +117.2% |
| 5Y | +4.8% | -63.1% | +67.9% | +78.1% |
| All | +4.8% | -63.3% | +68.2% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling