+34.1%
COP vs BX
+35.3%
-1.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +4.4% | +0.6% | +3.8% | +4.3% |
| 30D | 0.0% | +14.2% | -14.3% | -2.7% |
| 3M | +15.0% | -18.7% | +33.8% | +19.3% |
| 6M | +22.0% | +2.5% | +19.5% | +19.7% |
| YTD | +55.3% | -18.8% | +74.2% | +62.8% |
| 1Y | +64.1% | -10.3% | +74.4% | +66.3% |
| 3Y | +34.1% | +35.4% | -1.3% | +20.3% |
| All | +34.1% | +35.3% | -1.3% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling