+27.6%
BX vs CVE
+317.2%
-289.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -4.4% | +2.5% | -6.9% | -5.1% |
| 30D | +0.1% | +16.7% | -16.6% | -4.2% |
| 3M | +16.0% | +9.3% | +6.8% | +12.4% |
| 6M | +21.6% | +43.6% | -22.0% | +7.3% |
| YTD | -8.9% | +93.6% | -102.5% | -27.3% |
| 1Y | -16.6% | +98.8% | -115.4% | -34.4% |
| 3Y | +43.3% | +73.6% | -30.3% | +13.2% |
| All | +27.6% | +317.2% | -289.6% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling