+30.0%
BROS vs CVE
+54.6%
-24.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.7% | -18.7% | -20.9% |
| 7D | -21.4% | -14.1% | -7.3% | -19.1% |
| 30D | -11.5% | -11.6% | +0.1% | -9.5% |
| 3M | -47.4% | 0.0% | -47.4% | -47.8% |
| 6M | -39.5% | -8.4% | -31.1% | -39.1% |
| YTD | -43.5% | +65.9% | -109.4% | -53.6% |
| 1Y | -37.8% | +69.4% | -107.2% | -49.5% |
| All | +30.0% | +54.6% | -24.7% | -1.1% |
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 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