-61.0%
C vs BX
+927.0%
-988.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | +3.6% | -4.4% | +8.0% | +6.2% |
| 30D | +0.1% | +0.1% | 0.0% | -0.4% |
| 3M | +2.4% | +16.0% | -13.6% | -7.2% |
| 6M | +24.9% | +21.6% | +3.3% | +9.1% |
| YTD | +19.8% | -8.9% | +28.7% | +22.9% |
| 1Y | +44.9% | -16.6% | +61.5% | +55.8% |
| 3Y | +263.0% | +43.3% | +219.6% | +173.0% |
| 5Y | +129.5% | +25.7% | +103.8% | +67.1% |
| 10Y | +291.6% | +689.5% | -397.9% | -11.0% |
| All | -61.0% | +927.0% | -988.0% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling