+64.4%
BROS vs CVE
+72.1%
-7.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -6.7% | +2.5% | -9.2% | -7.2% |
| 30D | -29.1% | +16.7% | -45.8% | -31.6% |
| 3M | -16.7% | +9.3% | -26.0% | -18.6% |
| 6M | -11.6% | +43.6% | -55.2% | -21.2% |
| YTD | -23.9% | +93.6% | -117.5% | -38.8% |
| 1Y | -34.8% | +98.8% | -133.5% | -48.5% |
| All | +64.4% | +72.1% | -7.6% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling