+308.3%
BX vs CTVA
+208.7%
+99.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -5.6% | -4.5% | -1.1% | -3.6% |
| 30D | -12.2% | +11.3% | -23.5% | -16.7% |
| 3M | +7.4% | +12.3% | -4.9% | +0.4% |
| 6M | +22.2% | +7.2% | +15.0% | +16.2% |
| YTD | -14.0% | +26.0% | -40.0% | -24.7% |
| 1Y | -27.3% | +16.0% | -43.3% | -34.1% |
| 3Y | +24.5% | +73.9% | -49.4% | -9.6% |
| 5Y | +18.9% | +103.8% | -84.9% | -20.7% |
| All | +308.3% | +208.7% | +99.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling