+16.0%
BX vs CTVA
+102.0%
-86.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -8.9% | -4.7% | -4.3% | -7.0% |
| 30D | -14.8% | +11.1% | -25.9% | -18.8% |
| 3M | +6.9% | +13.7% | -6.8% | -0.5% |
| 6M | +16.3% | +11.2% | +5.1% | +8.6% |
| YTD | -16.1% | +26.9% | -43.0% | -26.8% |
| 1Y | -26.8% | +18.8% | -45.6% | -34.4% |
| 3Y | +22.4% | +75.9% | -53.5% | -11.7% |
| 5Y | +16.0% | +105.2% | -89.2% | -25.1% |
| All | +16.0% | +102.0% | -86.0% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling