+169.1%
CVX vs BROS
+3.7%
+165.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.2% | +1.6% |
| 7D | +1.6% | -2.5% | +4.1% | +1.7% |
| 30D | -0.6% | -11.2% | +10.6% | -0.3% |
| 3M | +11.0% | -33.9% | +44.9% | +12.4% |
| 6M | +18.4% | -33.5% | +51.9% | +19.5% |
| YTD | +45.9% | -44.9% | +90.9% | +48.1% |
| 1Y | +46.7% | -41.5% | +88.2% | +48.3% |
| 3Y | +71.6% | +22.4% | +49.1% | +64.6% |
| 5Y | +131.4% | -45.7% | +177.1% | +123.0% |
| All | +169.1% | +3.7% | +165.4% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling