+28.4%
CBOE vs BRKR
+100.6%
-72.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | -3.6% | +2.5% | -6.1% | -3.5% |
| 30D | +5.1% | +11.5% | -6.4% | +5.6% |
| 3M | +4.6% | -2.4% | +7.0% | +5.1% |
| 6M | -0.3% | +52.3% | -52.6% | +2.8% |
| YTD | +19.8% | +24.5% | -4.7% | +22.2% |
| 1Y | +28.4% | +97.3% | -69.0% | +39.0% |
| All | +28.4% | +100.6% | -72.2% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling