-23.8%
CDW vs BRO
-7.6%
-16.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.1% | +7.9% |
| 7D | +0.9% | -7.3% | +8.2% | +3.1% |
| 30D | +13.1% | -6.9% | +19.9% | +15.1% |
| 3M | +19.7% | +10.7% | +9.0% | +16.1% |
| 6M | +30.7% | -2.7% | +33.4% | +30.4% |
| YTD | +14.7% | -16.3% | +31.0% | +18.2% |
| 1Y | -5.3% | -29.1% | +23.8% | +1.2% |
| 3Y | -23.8% | -7.8% | -16.0% | -20.7% |
| All | -23.8% | -7.6% | -16.2% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling