+635.8%
BX vs CVE
+149.3%
+486.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.6% | +5.9% | -5.4% | -0.7% |
| 30D | +14.2% | -10.9% | +25.1% | +16.7% |
| 3M | -18.7% | -4.5% | -14.2% | -18.5% |
| 6M | +2.5% | -1.0% | +3.4% | +1.1% |
| YTD | -18.8% | +74.7% | -93.5% | -30.8% |
| 1Y | -10.3% | +65.8% | -76.1% | -22.7% |
| 3Y | +35.4% | +73.2% | -37.8% | +13.3% |
| 5Y | +0.3% | +155.6% | -155.3% | -25.0% |
| All | +635.8% | +149.3% | +486.6% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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