+44.6%
CSCO vs BX
+28.2%
+16.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | -0.7% | -4.4% | +3.7% | -0.3% |
| 30D | -10.1% | +0.1% | -10.2% | -10.3% |
| 3M | -15.7% | +16.0% | -31.7% | -16.9% |
| All | +44.6% | +28.2% | +16.4% | +42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling