-8.1%
BROS vs CVE
+269.3%
-277.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.1% |
| 7D | -2.5% | +4.6% | -7.1% | -3.5% |
| 30D | -11.2% | -12.0% | +0.8% | -9.0% |
| 3M | -33.9% | -3.8% | -30.1% | -33.7% |
| 6M | -33.5% | -2.7% | -30.8% | -33.9% |
| YTD | -44.9% | +73.6% | -118.5% | -53.5% |
| 1Y | -41.5% | +62.0% | -103.5% | -49.7% |
| 3Y | +22.4% | +72.7% | -50.3% | -0.6% |
| 5Y | -45.7% | +153.9% | -199.6% | -55.0% |
| All | -8.1% | +269.3% | -277.4% | +21.5% |
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 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