+674.8%
BX vs CVE
+136.1%
+538.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.8% | -16.1% | +17.9% | +5.6% |
| 30D | +7.9% | -10.4% | +18.3% | +10.0% |
| 3M | -9.6% | -2.4% | -7.2% | -9.8% |
| 6M | -2.3% | -4.4% | +2.2% | -2.8% |
| YTD | -19.3% | +64.9% | -84.2% | -30.3% |
| 1Y | -13.2% | +66.0% | -79.3% | -25.3% |
| 3Y | +33.8% | +57.7% | -23.9% | +14.4% |
| 5Y | 0.0% | +144.7% | -144.7% | -24.4% |
| All | +674.8% | +136.1% | +538.7% | +356.3% |
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