-64.7%
C vs BX
+802.7%
-867.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.5% |
| 7D | +4.7% | -1.1% | +5.8% | +5.3% |
| 30D | +0.2% | +8.8% | -8.6% | -5.2% |
| 3M | -9.3% | -18.3% | +8.9% | +0.7% |
| 6M | -0.8% | -1.5% | +0.7% | -2.2% |
| YTD | +8.5% | -19.9% | +28.4% | +19.0% |
| 1Y | +23.1% | -14.5% | +37.6% | +29.7% |
| 3Y | +220.8% | +32.3% | +188.5% | +151.9% |
| 5Y | +112.4% | -1.1% | +113.5% | +79.0% |
| 10Y | +217.9% | +657.8% | -439.9% | -26.7% |
| All | -64.7% | +802.7% | -867.4% | -96.4% |
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 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