-50.2%
BROS vs CVE
+142.8%
-193.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -21.2% | -16.1% | -5.1% | -17.9% |
| 30D | -11.6% | -10.4% | -1.2% | -9.4% |
| 3M | -36.7% | -2.4% | -34.3% | -36.7% |
| 6M | -42.8% | -4.4% | -38.4% | -43.0% |
| YTD | -44.8% | +64.9% | -109.8% | -53.7% |
| 1Y | -36.5% | +66.0% | -102.6% | -47.0% |
| 3Y | +27.0% | +57.7% | -30.7% | +3.0% |
| All | -50.2% | +142.8% | -193.0% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling