-36.8%
BRKR vs CLBK
+43.5%
-80.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -8.7% | -1.5% | -7.2% | -8.4% |
| 30D | -9.9% | -1.0% | -8.8% | -9.6% |
| 3M | -3.1% | +22.9% | -26.0% | -7.0% |
| 6M | +45.5% | +44.2% | +1.3% | +35.2% |
| YTD | +13.7% | +64.0% | -50.3% | +2.7% |
| 1Y | +67.4% | +65.7% | +1.8% | +50.7% |
| 3Y | -13.2% | +54.1% | -67.3% | -21.9% |
| All | -36.8% | +43.5% | -80.3% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling