+325.6%
BX vs CTVA
+216.1%
+109.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | -2.0% | -2.1% | +0.1% | -1.0% |
| 30D | -2.3% | +12.0% | -14.3% | -7.6% |
| 3M | +18.5% | +13.5% | +5.0% | +10.2% |
| 6M | +23.7% | +12.1% | +11.6% | +15.1% |
| YTD | -10.4% | +29.0% | -39.4% | -22.4% |
| 1Y | -19.6% | +18.9% | -38.4% | -27.9% |
| 3Y | +30.8% | +78.9% | -48.1% | -6.3% |
| 5Y | +24.3% | +105.2% | -80.9% | -17.3% |
| All | +325.6% | +216.1% | +109.6% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling