+532.7%
CSCO vs BX
+927.0%
-394.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.9% |
| 7D | -0.7% | -4.4% | +3.7% | +0.6% |
| 30D | -10.1% | +0.1% | -10.2% | -10.4% |
| 3M | -15.7% | +16.0% | -31.7% | -19.7% |
| 6M | +36.3% | +21.6% | +14.7% | +27.3% |
| YTD | +43.8% | -8.9% | +52.7% | +45.3% |
| 1Y | +63.9% | -16.6% | +80.6% | +69.3% |
| 3Y | +104.4% | +43.3% | +61.0% | +75.9% |
| 5Y | +111.4% | +25.7% | +85.7% | +80.1% |
| 10Y | +361.7% | +689.5% | -327.8% | +126.7% |
| All | +532.7% | +927.0% | -394.3% | +123.7% |
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