-45.3%
CDE vs BX
+846.0%
-891.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.9% |
| 7D | -6.1% | -8.9% | +2.9% | -2.3% |
| 30D | +9.5% | -14.8% | +24.3% | +17.0% |
| 3M | +32.0% | +6.9% | +25.1% | +28.6% |
| 6M | -12.8% | +16.3% | -29.1% | -18.4% |
| YTD | +14.2% | -16.1% | +30.3% | +21.9% |
| 1Y | +36.3% | -26.8% | +63.1% | +53.6% |
| 3Y | +821.4% | +22.4% | +799.0% | +731.5% |
| 5Y | +194.3% | +16.0% | +178.2% | +156.4% |
| 10Y | +53.2% | +646.9% | -593.7% | -38.7% |
| All | -45.3% | +846.0% | -891.2% | -85.9% |
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