-29.6%
CLS vs BX
-8.3%
-21.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.2% | -15.3% | -9.3% |
| 7D | -21.1% | +8.3% | -29.4% | -21.5% |
| 30D | -38.2% | +13.5% | -51.8% | -38.9% |
| 3M | -36.3% | -7.6% | -28.7% | -34.6% |
| 6M | -43.8% | +4.0% | -47.8% | -42.9% |
| YTD | -20.0% | -15.2% | -4.9% | -18.5% |
| 1Y | -29.6% | -8.5% | -21.1% | -32.9% |
| All | -29.6% | -8.3% | -21.3% | -32.9% |
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 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