-65.2%
C vs BX
+833.1%
-898.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +1.0% |
| 7D | -0.4% | +3.7% | -4.0% | -2.5% |
| 30D | -5.2% | +8.2% | -13.4% | -9.9% |
| 3M | -9.1% | -12.7% | +3.6% | -2.8% |
| 6M | -1.6% | +1.0% | -2.5% | -4.3% |
| YTD | +6.9% | -17.2% | +24.2% | +15.1% |
| 1Y | +23.0% | -11.6% | +34.5% | +27.1% |
| 3Y | +216.1% | +36.8% | +179.4% | +143.7% |
| 5Y | +112.2% | +4.8% | +107.4% | +72.9% |
| 10Y | +208.8% | +672.8% | -464.0% | -29.6% |
| All | -65.2% | +833.1% | -898.3% | -96.5% |
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