-34.8%
BROS vs CDW
-5.0%
-29.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -6.7% | +3.2% | -9.8% | -7.0% |
| 30D | -29.1% | +9.3% | -38.4% | -29.9% |
| 3M | -16.7% | +9.8% | -26.5% | -18.3% |
| 6M | -11.6% | +23.3% | -35.0% | -16.9% |
| YTD | -23.9% | +13.7% | -37.6% | -27.0% |
| 1Y | -34.8% | -6.5% | -28.3% | -40.3% |
| All | -34.8% | -5.0% | -29.8% | -40.3% |
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