+1.4%
CRM vs BX
-25.1%
+26.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.3% |
| 7D | -4.4% | -5.6% | +1.2% | -2.9% |
| 30D | +28.1% | -12.2% | +40.4% | +32.7% |
| 3M | +48.8% | +7.4% | +41.4% | +46.9% |
| 6M | +28.3% | +22.2% | +6.1% | +22.7% |
| YTD | -6.0% | -14.0% | +8.0% | -0.9% |
| 1Y | +1.4% | -27.3% | +28.7% | +10.9% |
| All | +1.4% | -25.1% | +26.5% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling