+173.5%
CVX vs BROS
+10.5%
+163.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +1.4% |
| 7D | +3.4% | +6.3% | -2.9% | +3.2% |
| 30D | -1.0% | -8.3% | +7.4% | -0.8% |
| 3M | +12.2% | -29.8% | +42.0% | +13.4% |
| 6M | +20.3% | -25.8% | +46.2% | +20.9% |
| YTD | +48.3% | -41.4% | +89.7% | +50.2% |
| 1Y | +46.9% | -35.2% | +82.1% | +47.9% |
| 3Y | +73.1% | +32.8% | +40.3% | +65.5% |
| 5Y | +135.2% | -42.2% | +177.4% | +126.1% |
| All | +173.5% | +10.5% | +163.0% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling