+36.8%
BX vs CVE
+68.0%
-31.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +3.7% | -10.0% | +13.7% | +5.6% |
| 30D | +8.2% | -11.9% | +20.1% | +10.3% |
| 3M | -12.7% | -5.9% | -6.7% | -12.6% |
| 6M | +1.0% | -1.6% | +2.5% | -1.0% |
| YTD | -17.2% | +66.3% | -83.5% | -33.1% |
| 1Y | -11.6% | +57.5% | -69.1% | -27.2% |
| 3Y | +36.8% | +65.4% | -28.7% | -0.3% |
| All | +36.8% | +68.0% | -31.3% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling