+1,980.9%
CLS vs BX
-0.1%
+1,981.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.1% |
| 7D | +16.3% | +0.6% | +15.7% | +15.9% |
| 30D | -25.7% | +14.2% | -39.9% | -31.4% |
| 3M | -30.9% | -18.7% | -12.1% | -24.4% |
| 6M | -35.5% | +2.5% | -38.0% | -38.2% |
| YTD | -18.7% | -18.8% | +0.1% | -13.2% |
| 1Y | -17.9% | -10.3% | -7.6% | -17.3% |
| 3Y | +838.1% | +35.4% | +802.7% | +676.3% |
| All | +1,980.9% | -0.1% | +1,981.0% | +1,699.7% |
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