-31.9%
CEG vs BX
-8.3%
-23.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.2% | -13.0% | -8.0% |
| 7D | -4.8% | +8.3% | -13.1% | -6.5% |
| 30D | -8.2% | +13.5% | -21.7% | -11.0% |
| 3M | -7.9% | -7.6% | -0.3% | -5.8% |
| 6M | -23.2% | +4.0% | -27.3% | -24.2% |
| YTD | -30.1% | -15.2% | -15.0% | -26.2% |
| 1Y | -31.9% | -8.5% | -23.4% | -30.3% |
| All | -31.9% | -8.3% | -23.6% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling