+141.8%
BRKR vs CRL
+808.6%
-666.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -1.2% |
| 7D | -8.7% | -3.5% | -5.1% | -7.0% |
| 30D | -9.9% | -2.1% | -7.7% | -8.9% |
| 3M | -3.1% | +48.0% | -51.1% | -20.3% |
| 6M | +45.5% | +64.7% | -19.2% | +13.2% |
| YTD | +13.7% | +39.5% | -25.8% | -4.7% |
| 1Y | +67.4% | +74.2% | -6.8% | +25.7% |
| 3Y | -13.2% | +39.4% | -52.6% | -30.9% |
| 5Y | -39.5% | -36.9% | -2.6% | -32.4% |
| 10Y | +153.5% | +253.3% | -99.8% | +22.3% |
| All | +141.8% | +808.6% | -666.8% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling