+8,824.0%
CAT vs BRKR
+172.5%
+8,651.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.6% | -8.7% | +9.2% | +2.1% |
| 30D | -4.3% | -9.9% | +5.5% | -2.7% |
| 3M | -8.6% | -3.1% | -5.6% | -9.2% |
| 6M | +16.1% | +45.5% | -29.4% | +7.0% |
| YTD | +43.8% | +13.7% | +30.1% | +37.6% |
| 1Y | +91.5% | +67.4% | +24.0% | +70.7% |
| 3Y | +202.7% | -13.2% | +215.9% | +194.5% |
| 5Y | +335.1% | -39.5% | +374.6% | +343.1% |
| 10Y | +1,161.7% | +153.5% | +1,008.3% | +918.3% |
| All | +8,824.0% | +172.5% | +8,651.5% | +5,669.2% |
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