+1,745.6%
BX vs CVE
+62.8%
+1,682.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -3.8% |
| 7D | +0.3% | -14.1% | +14.4% | +4.3% |
| 30D | +6.7% | -11.6% | +18.3% | +9.8% |
| 3M | -11.1% | 0.0% | -11.1% | -12.0% |
| 6M | -0.4% | -8.4% | +8.0% | 0.0% |
| YTD | -19.1% | +65.9% | -85.0% | -32.4% |
| 1Y | -13.6% | +69.4% | -83.0% | -28.4% |
| 3Y | +30.7% | +55.9% | -25.2% | +8.5% |
| 5Y | +0.3% | +146.2% | -145.9% | -29.8% |
| 10Y | +687.5% | +140.6% | +546.8% | +347.8% |
| All | +1,745.6% | +62.8% | +1,682.8% | +1,019.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling