+79.6%
BRKR vs CLBK
+65.5%
+14.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -8.7% | -1.5% | -7.2% | -8.2% |
| 30D | -9.9% | -1.0% | -8.8% | -9.5% |
| 3M | -3.1% | +22.9% | -26.0% | -9.5% |
| 6M | +45.5% | +44.2% | +1.3% | +29.0% |
| YTD | +13.7% | +64.0% | -50.3% | -3.8% |
| 1Y | +67.4% | +65.7% | +1.8% | +40.7% |
| 3Y | -13.2% | +54.1% | -67.3% | -27.3% |
| 5Y | -39.5% | +44.7% | -84.2% | -52.1% |
| All | +79.6% | +65.5% | +14.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling