+27.0%
BROS vs CDW
-15.3%
+42.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -6.7% | +3.2% | -9.8% | -8.3% |
| 30D | -29.1% | +9.3% | -38.4% | -32.8% |
| 3M | -16.7% | +9.8% | -26.5% | -22.4% |
| 6M | -11.6% | +23.3% | -35.0% | -26.3% |
| YTD | -23.9% | +13.7% | -37.6% | -33.5% |
| 1Y | -34.8% | -6.5% | -28.3% | -35.5% |
| 3Y | +62.1% | -25.2% | +87.3% | +79.8% |
| All | +27.0% | -15.3% | +42.3% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling