+10.9%
CMG vs BX
-8.3%
+19.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.2% | -0.4% | +4.3% |
| 7D | +22.5% | +8.3% | +14.2% | +20.3% |
| 30D | +14.1% | +13.5% | +0.6% | +10.9% |
| 3M | +4.1% | -7.6% | +11.7% | +5.4% |
| 6M | +10.1% | +4.0% | +6.0% | +7.8% |
| YTD | -4.9% | -15.2% | +10.3% | -0.9% |
| 1Y | +10.9% | -8.5% | +19.4% | +10.0% |
| All | +10.9% | -8.3% | +19.2% | +10.0% |
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