+32.8%
BROS vs CDW
-15.0%
+47.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.7% |
| 7D | +6.3% | +9.3% | -3.0% | +3.3% |
| 30D | -8.3% | +14.4% | -22.7% | -11.9% |
| 3M | -29.8% | +21.4% | -51.2% | -34.2% |
| 6M | -25.8% | +72.8% | -98.6% | -40.2% |
| YTD | -41.4% | +28.0% | -69.4% | -48.0% |
| 1Y | -35.2% | +19.3% | -54.5% | -40.4% |
| 3Y | +32.8% | -15.3% | +48.1% | +26.0% |
| All | +32.8% | -15.0% | +47.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling