-20.3%
BROS vs CDW
+13.2%
-33.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.7% | -11.7% | -0.6% |
| 7D | +2.5% | +3.7% | -1.3% | +1.9% |
| 30D | +15.1% | +26.0% | -10.9% | +11.7% |
| 3M | -31.4% | +10.1% | -41.5% | -32.3% |
| 6M | -22.6% | +26.1% | -48.7% | -26.8% |
| YTD | -28.1% | +25.9% | -54.0% | -31.3% |
| 1Y | -20.3% | +21.5% | -41.8% | -22.4% |
| All | -20.3% | +13.2% | -33.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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