+48.3%
BRKR vs CAI
-13.2%
+61.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -21.6% | +12.7% | -3.0% |
| 7D | -6.4% | -28.0% | +21.6% | +2.0% |
| 30D | -4.0% | -5.2% | +1.2% | -2.2% |
| 3M | +10.7% | +58.2% | -47.5% | -0.1% |
| 6M | +53.0% | +37.4% | +15.6% | +40.8% |
| YTD | +23.6% | -3.5% | +27.2% | +20.4% |
| All | +48.3% | -13.2% | +61.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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