+800.0%
CDW vs BRO
+379.3%
+420.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.2% |
| 7D | -4.2% | -7.6% | +3.4% | -0.1% |
| 30D | +4.9% | -6.9% | +11.7% | +8.6% |
| 3M | +7.3% | +12.8% | -5.5% | -0.1% |
| 6M | +19.2% | -5.9% | +25.0% | +21.8% |
| YTD | +6.2% | -15.9% | +22.1% | +14.8% |
| 1Y | -14.0% | -28.1% | +14.1% | +0.6% |
| 3Y | -30.0% | -7.0% | -23.0% | -32.2% |
| 5Y | -23.6% | +18.0% | -41.6% | -38.0% |
| 10Y | +269.4% | +293.9% | -24.5% | +60.0% |
| All | +800.0% | +379.3% | +420.6% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling