+680.0%
BX vs CVE
+144.4%
+535.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +7.3% | -10.8% | +18.1% | +9.6% |
| 3M | -16.3% | -4.3% | -12.0% | -16.1% |
| 6M | +2.5% | -1.5% | +4.0% | +1.3% |
| YTD | -17.6% | +70.7% | -88.3% | -29.4% |
| 1Y | -12.4% | +58.1% | -70.5% | -23.6% |
| 3Y | +36.2% | +69.8% | -33.7% | +14.5% |
| 5Y | +3.0% | +148.9% | -145.9% | -22.5% |
| 10Y | +680.0% | +143.5% | +536.5% | +364.6% |
| All | +680.0% | +144.4% | +535.6% | +364.6% |
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