+25.1%
BROS vs CDW
-19.7%
+44.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | +1.1% |
| 7D | -0.9% | -3.9% | +2.9% | +0.8% |
| 30D | -13.5% | +6.9% | -20.3% | -17.0% |
| 3M | -18.4% | +7.7% | -26.1% | -23.5% |
| 6M | -10.6% | +18.3% | -28.9% | -24.1% |
| YTD | -25.1% | +7.8% | -32.8% | -32.8% |
| 1Y | -28.6% | -12.2% | -16.5% | -26.9% |
| 3Y | +65.6% | -28.9% | +94.5% | +88.1% |
| All | +25.1% | -19.7% | +44.8% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling