+128.3%
CVX vs BROS
-49.0%
+177.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -1.7% | -20.4% | +18.7% | -0.8% |
| 30D | -0.8% | -6.1% | +5.3% | -0.7% |
| 3M | +9.4% | -29.4% | +38.8% | +10.8% |
| 6M | +17.5% | -31.5% | +49.1% | +18.6% |
| YTD | +43.8% | -42.8% | +86.7% | +46.2% |
| 1Y | +41.9% | -37.5% | +79.4% | +43.3% |
| 3Y | +69.1% | +27.2% | +42.0% | +59.7% |
| 5Y | +128.3% | -47.0% | +175.2% | +122.9% |
| All | +128.3% | -49.0% | +177.3% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling