+607.3%
CEG vs BX
+27.9%
+579.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.7% |
| 7D | +0.3% | -8.9% | +9.2% | +3.7% |
| 30D | +2.9% | -14.8% | +17.7% | +8.7% |
| 3M | +18.2% | +6.9% | +11.3% | +14.7% |
| 6M | -9.5% | +16.3% | -25.8% | -15.4% |
| YTD | -18.7% | -16.1% | -2.6% | -14.7% |
| 1Y | -10.1% | -26.8% | +16.6% | -1.3% |
| 3Y | +168.3% | +22.4% | +145.9% | +145.0% |
| All | +607.3% | +27.9% | +579.4% | +500.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling