-17.9%
CLS vs BX
-12.5%
-5.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.5% |
| 7D | +16.3% | +0.6% | +15.7% | +16.2% |
| 30D | -25.7% | +14.2% | -39.9% | -26.7% |
| 3M | -30.9% | -18.7% | -12.1% | -27.9% |
| 6M | -35.5% | +2.5% | -38.0% | -34.5% |
| YTD | -18.7% | -18.8% | +0.1% | -18.3% |
| 1Y | -17.9% | -10.3% | -7.6% | -23.4% |
| All | -17.9% | -12.5% | -5.4% | -23.4% |
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