+358.9%
CBOE vs BRKR
+155.3%
+203.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | -8.7% | +2.9% | -4.9% |
| 30D | -3.1% | -9.9% | +6.7% | -2.2% |
| 3M | -4.8% | -3.1% | -1.7% | -5.2% |
| 6M | -0.6% | +45.5% | -46.1% | -6.3% |
| YTD | +12.8% | +13.7% | -0.9% | +9.3% |
| 1Y | +19.8% | +67.4% | -47.7% | +9.6% |
| 3Y | +86.9% | -13.2% | +100.2% | +82.2% |
| 5Y | +136.5% | -39.5% | +176.0% | +144.6% |
| All | +358.9% | +155.3% | +203.5% | +251.8% |
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