-7.9%
BROS vs CVE
+250.9%
-258.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -21.2% | -16.1% | -5.1% | -18.3% |
| 30D | -11.6% | -10.4% | -1.2% | -9.6% |
| 3M | -36.7% | -2.4% | -34.3% | -36.7% |
| 6M | -42.8% | -4.4% | -38.4% | -43.0% |
| YTD | -44.8% | +64.9% | -109.8% | -52.8% |
| 1Y | -36.5% | +66.0% | -102.6% | -46.0% |
| 3Y | +27.0% | +57.7% | -30.7% | +5.1% |
| 5Y | -50.3% | +144.7% | -195.1% | -57.6% |
| All | -7.9% | +250.9% | -258.8% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling