+2,953.7%
CLS vs BX
+654.4%
+2,299.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.1% |
| 7D | +5.0% | -8.9% | +13.9% | +9.9% |
| 30D | +4.8% | -14.8% | +19.6% | +13.3% |
| 3M | -10.4% | +6.9% | -17.3% | -14.4% |
| 6M | +20.8% | +16.3% | +4.5% | +9.3% |
| YTD | +10.0% | -16.1% | +26.1% | +16.7% |
| 1Y | +28.5% | -26.8% | +55.3% | +45.8% |
| 3Y | +1,292.2% | +22.4% | +1,269.8% | +1,117.1% |
| 5Y | +3,616.8% | +16.0% | +3,600.8% | +3,034.7% |
| All | +2,953.7% | +654.4% | +2,299.3% | +1,115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling