+3,682.3%
CLS vs BX
+19.7%
+3,662.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +2.9% |
| 7D | +20.1% | -5.7% | +25.8% | +23.6% |
| 30D | +6.0% | -8.9% | +14.9% | +10.7% |
| 3M | -10.3% | +8.4% | -18.7% | -14.9% |
| 6M | +24.5% | +18.9% | +5.6% | +11.3% |
| YTD | +12.9% | -13.6% | +26.5% | +18.3% |
| 1Y | +36.7% | -22.4% | +59.1% | +51.3% |
| 3Y | +1,328.1% | +26.0% | +1,302.1% | +1,138.2% |
| 5Y | +3,682.3% | +18.8% | +3,663.5% | +3,095.6% |
| All | +3,682.3% | +19.7% | +3,662.6% | +3,095.6% |
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