+967.7%
BX vs CSGP
+468.5%
+499.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.3% |
| 7D | -4.4% | -4.1% | -0.3% | -2.1% |
| 30D | +0.1% | +2.3% | -2.2% | -1.7% |
| 3M | +16.0% | -8.2% | +24.2% | +19.6% |
| 6M | +21.6% | -35.1% | +56.7% | +51.5% |
| YTD | -8.9% | -54.0% | +45.1% | +36.1% |
| 1Y | -16.6% | -65.3% | +48.7% | +45.9% |
| 3Y | +43.3% | -62.6% | +105.9% | +133.7% |
| 5Y | +25.7% | -64.8% | +90.5% | +108.2% |
| 10Y | +689.5% | +45.1% | +644.4% | +416.7% |
| All | +967.7% | +468.5% | +499.2% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling