+27.0%
BROS vs CVE
+311.8%
-284.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.7% |
| 3M | -16.7% | +9.3% | -26.0% | -18.9% |
| 6M | -11.6% | +43.6% | -55.2% | -20.4% |
| YTD | -23.9% | +93.6% | -117.5% | -37.0% |
| 1Y | -34.8% | +98.8% | -133.5% | -46.7% |
| 3Y | +62.1% | +73.6% | -11.5% | +31.6% |
| All | +27.0% | +311.8% | -284.8% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling