+356.9%
COP vs BX
+815.3%
-458.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | +4.4% | +0.6% | +3.8% | +4.1% |
| 30D | 0.0% | +14.2% | -14.3% | -4.7% |
| 3M | +15.0% | -18.7% | +33.8% | +21.6% |
| 6M | +22.0% | +2.5% | +19.5% | +18.5% |
| YTD | +55.3% | -18.8% | +74.2% | +60.6% |
| 1Y | +64.1% | -10.3% | +74.4% | +64.1% |
| 3Y | +34.1% | +35.4% | -1.3% | +14.0% |
| 5Y | +133.4% | +0.3% | +133.1% | +106.5% |
| 10Y | +338.6% | +668.4% | -329.8% | +97.0% |
| All | +356.9% | +815.3% | -458.4% | +50.8% |
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 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