+45.9%
CSCO vs BX
-8.3%
+54.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.1% |
| 7D | -6.1% | +8.3% | -14.3% | -6.8% |
| 30D | -8.2% | +13.5% | -21.7% | -9.3% |
| 3M | -14.6% | -7.6% | -7.0% | -13.8% |
| 6M | +12.7% | +4.0% | +8.7% | +12.0% |
| YTD | +37.0% | -15.2% | +52.2% | +37.3% |
| 1Y | +45.9% | -8.5% | +54.4% | +48.2% |
| All | +45.9% | -8.3% | +54.2% | +48.2% |
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 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