+19.2%
CDW vs BRO
-8.1%
+27.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.4% |
| 7D | -4.2% | -7.6% | +3.4% | -0.9% |
| 30D | +4.9% | -6.9% | +11.7% | +7.7% |
| 3M | +7.3% | +12.8% | -5.5% | -0.2% |
| 6M | +19.2% | -5.9% | +25.0% | +20.9% |
| All | +19.2% | -8.1% | +27.3% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling