+28.5%
CLS vs BX
-25.4%
+54.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.1% |
| 7D | +5.0% | -8.9% | +13.9% | +6.4% |
| 30D | +4.8% | -14.8% | +19.6% | +7.3% |
| 3M | -10.4% | +6.9% | -17.3% | -11.0% |
| 6M | +20.8% | +16.3% | +4.5% | +19.7% |
| YTD | +10.0% | -16.1% | +26.1% | +10.5% |
| 1Y | +28.5% | -26.8% | +55.3% | +25.9% |
| All | +28.5% | -25.4% | +54.0% | +25.9% |
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