-34.8%
BROS vs CVE
+99.6%
-134.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.6% |
| 7D | -6.7% | +2.5% | -9.2% | -6.4% |
| 30D | -29.1% | +16.7% | -45.8% | -27.8% |
| 3M | -16.7% | +9.3% | -26.0% | -15.2% |
| 6M | -11.6% | +43.6% | -55.2% | -11.3% |
| YTD | -23.9% | +93.6% | -117.5% | -24.8% |
| 1Y | -34.8% | +98.8% | -133.5% | -35.6% |
| All | -34.8% | +99.6% | -134.4% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling