+170.6%
CVX vs BX
+14.6%
+156.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | +0.7% | -8.9% | +9.6% | +2.2% |
| 30D | +9.1% | -14.8% | +23.9% | +11.9% |
| 3M | +13.1% | +6.9% | +6.1% | +11.2% |
| 6M | +16.3% | +16.3% | 0.0% | +11.8% |
| YTD | +43.5% | -16.1% | +59.6% | +47.0% |
| 1Y | +40.2% | -26.8% | +66.9% | +47.4% |
| 3Y | +44.2% | +22.4% | +21.8% | +34.7% |
| 5Y | +170.6% | +16.0% | +154.6% | +145.9% |
| All | +170.6% | +14.6% | +156.0% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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