+117.4%
CSCO vs BX
+17.9%
+99.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.1% |
| 7D | 0.0% | -5.7% | +5.6% | +1.3% |
| 30D | -10.7% | -8.9% | -1.8% | -8.9% |
| 3M | -8.7% | +8.4% | -17.1% | -10.9% |
| 6M | +44.9% | +18.9% | +26.0% | +37.5% |
| YTD | +44.1% | -13.6% | +57.8% | +47.6% |
| 1Y | +65.9% | -22.4% | +88.3% | +74.1% |
| 3Y | +109.0% | +26.0% | +83.0% | +90.1% |
| All | +117.4% | +17.9% | +99.5% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling