-1.8%
BROS vs CVE
+252.7%
-254.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | -17.9% | -10.1% | -7.8% | -16.0% |
| 30D | -5.4% | -12.1% | +6.7% | -2.9% |
| 3M | -32.1% | -1.9% | -30.2% | -32.2% |
| 6M | -31.7% | -1.8% | -29.8% | -32.3% |
| YTD | -41.2% | +65.8% | -107.0% | -49.8% |
| 1Y | -32.6% | +60.8% | -93.4% | -42.1% |
| 3Y | +32.7% | +70.1% | -37.4% | +8.0% |
| 5Y | -44.2% | +134.8% | -179.0% | -54.5% |
| All | -1.8% | +252.7% | -254.5% | +31.1% |
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