+2,199.8%
COST vs BX
+873.6%
+1,326.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | -0.1% |
| 7D | -2.8% | -5.7% | +2.9% | -1.7% |
| 30D | -5.3% | -8.9% | +3.6% | -3.7% |
| 3M | -6.7% | +8.4% | -15.1% | -8.4% |
| 6M | -9.9% | +18.9% | -28.9% | -13.6% |
| YTD | +5.1% | -13.6% | +18.8% | +6.8% |
| 1Y | -7.3% | -22.4% | +15.2% | -4.0% |
| 3Y | +70.4% | +26.0% | +44.4% | +57.1% |
| 5Y | +104.4% | +18.8% | +85.6% | +85.7% |
| 10Y | +609.0% | +668.7% | -59.7% | +349.1% |
| All | +2,199.8% | +873.6% | +1,326.2% | +1,145.2% |
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