-13.2%
BRKR vs CLBK
+52.2%
-65.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -8.7% | -1.5% | -7.2% | -8.3% |
| 30D | -9.9% | -1.0% | -8.8% | -9.6% |
| 3M | -3.1% | +22.9% | -26.0% | -8.6% |
| 6M | +45.5% | +44.2% | +1.3% | +31.0% |
| YTD | +13.7% | +64.0% | -50.3% | -1.7% |
| 1Y | +67.4% | +65.7% | +1.8% | +43.8% |
| 3Y | -13.2% | +54.1% | -67.3% | -26.5% |
| All | -13.2% | +52.2% | -65.4% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling