+46.7%
CVX vs BROS
-40.8%
+87.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.2% | +1.1% |
| 7D | +1.6% | -2.5% | +4.1% | +1.4% |
| 30D | -0.6% | -11.2% | +10.6% | -0.9% |
| 3M | +11.0% | -33.9% | +44.9% | +7.1% |
| 6M | +18.4% | -33.5% | +51.9% | +15.0% |
| YTD | +45.9% | -44.9% | +90.9% | +39.5% |
| 1Y | +46.7% | -41.5% | +88.2% | +39.5% |
| All | +46.7% | -40.8% | +87.5% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling