-27.3%
BX vs CTVA
+18.2%
-45.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | -5.6% | -4.5% | -1.1% | -5.3% |
| 30D | -12.2% | +11.3% | -23.5% | -13.0% |
| 3M | +7.4% | +12.3% | -4.9% | +5.3% |
| 6M | +22.2% | +7.2% | +15.0% | +20.0% |
| YTD | -14.0% | +26.0% | -40.0% | -18.9% |
| 1Y | -27.3% | +16.0% | -43.3% | -32.2% |
| All | -27.3% | +18.2% | -45.5% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling