+21.5%
CDW vs BRO
-3.6%
+25.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.5% | +8.2% | +11.0% |
| 7D | +3.7% | +12.4% | -8.7% | -0.5% |
| 30D | +26.0% | +21.6% | +4.4% | +17.3% |
| 3M | +10.1% | +4.3% | +5.8% | +7.7% |
| 6M | +26.1% | +29.2% | -3.1% | +14.0% |
| YTD | +25.9% | -6.4% | +32.2% | +22.4% |
| 1Y | +21.5% | -5.3% | +26.9% | +18.4% |
| All | +21.5% | -3.6% | +25.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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