+331.1%
COP vs BX
+927.0%
-595.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +3.0% | -4.4% | +7.4% | +4.4% |
| 30D | +17.5% | +0.1% | +17.4% | +17.2% |
| 3M | +13.4% | +16.0% | -2.7% | +7.0% |
| 6M | +17.7% | +21.6% | -3.9% | +8.2% |
| YTD | +46.6% | -8.9% | +55.5% | +47.4% |
| 1Y | +44.6% | -16.6% | +61.2% | +49.1% |
| 3Y | +20.7% | +43.3% | -22.6% | +1.2% |
| 5Y | +185.0% | +25.7% | +159.4% | +134.9% |
| 10Y | +347.0% | +689.5% | -342.5% | +100.3% |
| All | +331.1% | +927.0% | -595.9% | +38.3% |
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 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