-5.8%
BROS vs CVE
+252.9%
-258.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.7% | -18.7% | -20.8% |
| 7D | -21.4% | -14.1% | -7.3% | -18.9% |
| 30D | -11.5% | -11.6% | +0.1% | -9.3% |
| 3M | -47.4% | 0.0% | -47.4% | -47.7% |
| 6M | -39.5% | -8.4% | -31.1% | -39.1% |
| YTD | -43.5% | +65.9% | -109.4% | -51.8% |
| 1Y | -37.8% | +69.4% | -107.2% | -47.3% |
| 3Y | +30.5% | +55.9% | -25.4% | +8.3% |
| 5Y | -49.1% | +146.2% | -195.3% | -56.6% |
| All | -5.8% | +252.9% | -258.7% | +25.8% |
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 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