+39.7%
BRKR vs CAI
-9.9%
+49.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | -8.7% | -2.9% | -5.8% | -8.1% |
| 30D | -9.9% | +9.3% | -19.2% | -11.6% |
| 3M | -3.1% | +35.2% | -38.3% | -9.4% |
| 6M | +45.5% | +30.7% | +14.8% | +35.3% |
| YTD | +13.7% | -9.8% | +23.5% | +11.6% |
| 1Y | +67.4% | -28.9% | +96.3% | +68.9% |
| All | +39.7% | -9.9% | +49.6% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling