-13.2%
BX vs CVE
+67.8%
-81.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.4% |
| 7D | +1.8% | -16.1% | +17.9% | -0.6% |
| 30D | +7.9% | -10.4% | +18.3% | +6.1% |
| 3M | -9.6% | -2.4% | -7.2% | -10.3% |
| 6M | -2.3% | -4.4% | +2.2% | -3.1% |
| YTD | -19.3% | +64.9% | -84.2% | -25.0% |
| 1Y | -13.2% | +66.0% | -79.3% | -20.0% |
| All | -13.2% | +67.8% | -81.1% | -20.0% |
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