+287.5%
CAH vs BRKR
+155.3%
+132.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.1% | -8.7% | +3.6% | -3.8% |
| 30D | +0.2% | -9.9% | +10.0% | +1.7% |
| 3M | +6.3% | -3.1% | +9.4% | +5.7% |
| 6M | +9.4% | +45.5% | -36.1% | +0.3% |
| YTD | +15.0% | +13.7% | +1.3% | +9.7% |
| 1Y | +55.4% | +67.4% | -12.0% | +36.4% |
| 3Y | +173.8% | -13.2% | +187.0% | +162.8% |
| 5Y | +395.2% | -39.5% | +434.7% | +414.0% |
| All | +287.5% | +155.3% | +132.1% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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