+444.2%
CVX vs BX
+910.6%
-466.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.6% | -2.0% | +1.4% | -0.1% |
| 30D | +13.4% | -2.3% | +15.7% | +14.0% |
| 3M | +11.8% | +18.5% | -6.7% | +6.0% |
| 6M | +12.4% | +23.7% | -11.3% | +4.2% |
| YTD | +41.5% | -10.4% | +51.9% | +42.9% |
| 1Y | +41.6% | -19.6% | +61.2% | +46.9% |
| 3Y | +42.2% | +30.8% | +11.4% | +25.2% |
| 5Y | +166.0% | +24.3% | +141.6% | +124.9% |
| 10Y | +207.2% | +679.5% | -472.3% | +52.5% |
| All | +444.2% | +910.6% | -466.3% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling