+149.5%
BRKR vs CRL
+256.1%
-106.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -1.3% |
| 7D | -8.7% | -3.5% | -5.1% | -6.9% |
| 30D | -9.9% | -2.1% | -7.7% | -8.8% |
| 3M | -3.1% | +48.0% | -51.1% | -22.1% |
| 6M | +45.5% | +64.7% | -19.2% | +9.9% |
| YTD | +13.7% | +39.5% | -25.8% | -6.7% |
| 1Y | +67.4% | +74.2% | -6.8% | +21.3% |
| 3Y | -13.2% | +39.4% | -52.6% | -33.1% |
| 5Y | -39.5% | -36.9% | -2.6% | -30.5% |
| All | +149.5% | +256.1% | -106.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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