+107.7%
COST vs BX
+17.9%
+89.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.3% |
| 7D | -1.2% | -5.6% | +4.4% | 0.0% |
| 30D | -4.7% | -12.2% | +7.5% | -2.2% |
| 3M | -7.1% | +7.4% | -14.5% | -8.9% |
| 6M | -8.5% | +22.2% | -30.7% | -13.4% |
| YTD | +5.4% | -14.0% | +19.4% | +7.9% |
| 1Y | -5.6% | -27.3% | +21.7% | +0.5% |
| 3Y | +68.5% | +24.5% | +43.9% | +50.3% |
| All | +107.7% | +17.9% | +89.8% | +79.6% |
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