+167.0%
CVX vs BRO
+17.6%
+149.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +2.6% | -7.3% | +9.9% | +3.7% |
| 30D | +9.8% | -6.9% | +16.7% | +10.8% |
| 3M | +16.2% | +10.7% | +5.5% | +14.1% |
| 6M | +13.6% | -2.7% | +16.3% | +13.6% |
| YTD | +44.4% | -16.3% | +60.7% | +47.6% |
| 1Y | +40.6% | -29.1% | +69.7% | +47.4% |
| 3Y | +48.2% | -7.8% | +56.0% | +48.8% |
| All | +167.0% | +17.6% | +149.4% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling