+710.1%
BX vs CVE
+136.7%
+573.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +3.3% | -10.1% | +13.3% | +5.6% |
| 30D | +9.6% | -12.1% | +21.7% | +12.3% |
| 3M | -8.7% | -1.9% | -6.8% | -9.0% |
| 6M | +2.2% | -1.8% | +4.1% | +1.0% |
| YTD | -16.2% | +65.8% | -82.0% | -27.7% |
| 1Y | -11.5% | +60.8% | -72.3% | -23.2% |
| 3Y | +41.0% | +70.1% | -29.1% | +18.5% |
| 5Y | +1.1% | +134.8% | -133.7% | -22.9% |
| 10Y | +710.1% | +130.1% | +580.0% | +380.7% |
| All | +710.1% | +136.7% | +573.4% | +380.7% |
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