+238.9%
CRM vs BX
+673.1%
-434.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +0.8% |
| 7D | -4.4% | -5.6% | +1.2% | -1.8% |
| 30D | +28.1% | -12.2% | +40.4% | +36.3% |
| 3M | +48.8% | +7.4% | +41.4% | +43.1% |
| 6M | +28.3% | +22.2% | +6.1% | +14.5% |
| YTD | -6.0% | -14.0% | +8.0% | -1.1% |
| 1Y | +1.4% | -27.3% | +28.7% | +15.4% |
| 3Y | +11.8% | +24.5% | -12.7% | -6.8% |
| 5Y | -2.0% | +18.9% | -20.9% | -20.3% |
| All | +238.9% | +673.1% | -434.2% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling