-35.2%
BROS vs CVE
+62.9%
-98.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.6% |
| 7D | +6.3% | +5.9% | +0.4% | +6.9% |
| 30D | -8.3% | -10.9% | +2.5% | -9.9% |
| 3M | -29.8% | -4.5% | -25.3% | -30.2% |
| 6M | -25.8% | -1.0% | -24.9% | -25.2% |
| YTD | -41.4% | +74.7% | -116.1% | -40.2% |
| 1Y | -35.2% | +65.8% | -101.0% | -34.3% |
| All | -35.2% | +62.9% | -98.1% | -34.3% |
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