+47.0%
CVX vs BRO
-3.6%
+50.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.5% | -8.1% | -3.9% |
| 7D | -5.3% | +12.4% | -17.8% | -6.0% |
| 30D | +5.1% | +21.6% | -16.5% | +3.8% |
| 3M | +14.9% | +4.3% | +10.6% | +14.5% |
| 6M | +14.9% | +29.2% | -14.3% | +12.2% |
| YTD | +46.3% | -6.4% | +52.7% | +47.1% |
| 1Y | +47.0% | -5.3% | +52.3% | +47.9% |
| All | +47.0% | -3.6% | +50.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling