+218.3%
C vs BX
+667.6%
-449.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -0.4% | -2.8% | +2.4% | +1.1% |
| 30D | -5.3% | +7.3% | -12.6% | -9.1% |
| 3M | -8.0% | -16.3% | +8.3% | -0.1% |
| 6M | -0.3% | +2.5% | -2.8% | -3.4% |
| YTD | +8.6% | -17.6% | +26.2% | +16.7% |
| 1Y | +25.8% | -12.4% | +38.2% | +30.7% |
| 3Y | +221.2% | +36.2% | +185.0% | +155.4% |
| 5Y | +113.6% | +3.0% | +110.6% | +83.2% |
| 10Y | +218.3% | +680.0% | -461.7% | -19.4% |
| All | +218.3% | +667.6% | -449.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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