+2,385.9%
CRM vs BX
+869.4%
+1,516.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.0% |
| 7D | -4.4% | -5.6% | +1.2% | -2.3% |
| 30D | +28.1% | -12.2% | +40.4% | +34.9% |
| 3M | +48.8% | +7.4% | +41.4% | +44.2% |
| 6M | +28.3% | +22.2% | +6.1% | +17.0% |
| YTD | -6.0% | -14.0% | +8.0% | -2.0% |
| 1Y | +1.4% | -27.3% | +28.7% | +12.6% |
| 3Y | +11.8% | +24.5% | -12.7% | -2.4% |
| 5Y | -2.0% | +18.9% | -20.9% | -15.2% |
| 10Y | +239.6% | +665.4% | -425.8% | +44.1% |
| All | +2,385.9% | +869.4% | +1,516.5% | +579.1% |
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