-2.3%
BX vs CVE
-4.3%
+2.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.4% |
| 7D | +1.8% | -16.1% | +17.9% | -2.7% |
| 30D | +7.9% | -10.4% | +18.3% | +4.6% |
| 3M | -9.6% | -2.4% | -7.2% | -10.4% |
| 6M | -2.3% | -4.4% | +2.2% | -3.0% |
| All | -2.3% | -4.3% | +2.0% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling