+4,698.0%
CLS vs BX
+927.0%
+3,771.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +4.6% | -4.4% | +9.0% | +6.4% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | -26.6% | +16.0% | -42.6% | -31.2% |
| 6M | +15.4% | +21.6% | -6.2% | +5.4% |
| YTD | +5.7% | -8.9% | +14.6% | +7.2% |
| 1Y | +41.1% | -16.6% | +57.7% | +47.6% |
| 3Y | +1,228.6% | +43.3% | +1,185.3% | +1,040.1% |
| 5Y | +3,240.6% | +25.7% | +3,214.9% | +2,796.9% |
| 10Y | +2,760.3% | +689.5% | +2,070.9% | +1,183.9% |
| All | +4,698.0% | +927.0% | +3,771.0% | +1,311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling