-98.1%
CAPR vs BRKR
+603.3%
-701.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -11.0% | -8.7% | -2.3% | -9.5% |
| 30D | +99.8% | -9.9% | +109.6% | +103.2% |
| 3M | -66.6% | -3.1% | -63.5% | -66.8% |
| 6M | -75.1% | +45.5% | -120.6% | -77.1% |
| YTD | -71.0% | +13.7% | -84.7% | -72.3% |
| 1Y | +30.0% | +67.4% | -37.5% | +15.5% |
| 3Y | +29.0% | -13.2% | +42.2% | +24.9% |
| 5Y | +70.8% | -39.5% | +110.3% | +72.9% |
| 10Y | -78.0% | +153.5% | -231.4% | -80.8% |
| All | -98.1% | +603.3% | -701.5% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling