+193.6%
COP vs BX
+14.6%
+179.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.0% |
| 7D | +1.0% | -8.9% | +9.9% | +2.9% |
| 30D | +9.6% | -14.8% | +24.3% | +13.0% |
| 3M | +15.0% | +6.9% | +8.1% | +12.6% |
| 6M | +21.8% | +16.3% | +5.5% | +15.8% |
| YTD | +49.6% | -16.1% | +65.7% | +54.0% |
| 1Y | +49.9% | -26.8% | +76.7% | +59.3% |
| 3Y | +22.6% | +22.4% | +0.2% | +13.8% |
| 5Y | +193.6% | +16.0% | +177.6% | +169.8% |
| All | +193.6% | +14.6% | +179.0% | +169.8% |
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