-14.5%
BX vs CVE
+61.2%
-75.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.6% |
| 7D | -1.1% | +4.6% | -5.7% | -0.4% |
| 30D | +8.8% | -12.0% | +20.8% | +7.0% |
| 3M | -18.3% | -3.8% | -14.5% | -18.8% |
| 6M | -1.5% | -2.7% | +1.2% | -1.6% |
| YTD | -19.9% | +73.6% | -93.5% | -24.7% |
| 1Y | -14.5% | +62.0% | -76.5% | -19.0% |
| All | -14.5% | +61.2% | -75.7% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling