+165.9%
CVX vs BROS
+38.3%
+127.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.0% |
| 7D | +1.0% | -6.6% | +7.5% | +1.2% |
| 30D | +10.7% | -12.3% | +23.0% | +11.1% |
| 3M | +15.5% | -22.2% | +37.7% | +16.2% |
| 6M | +14.9% | -14.3% | +29.2% | +14.9% |
| YTD | +44.2% | -26.6% | +70.8% | +45.1% |
| 1Y | +43.5% | -31.5% | +75.0% | +44.7% |
| 3Y | +45.0% | +62.3% | -17.3% | +37.8% |
| All | +165.9% | +38.3% | +127.6% | +163.8% |
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