+579.7%
CF vs BRKR
+155.3%
+424.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -0.2% | -8.7% | +8.5% | +1.3% |
| 30D | +11.5% | -9.9% | +21.3% | +13.4% |
| 3M | +25.5% | -3.1% | +28.6% | +24.4% |
| 6M | +11.8% | +45.5% | -33.7% | +0.2% |
| YTD | +74.6% | +13.7% | +60.9% | +64.7% |
| 1Y | +57.7% | +67.4% | -9.7% | +33.9% |
| 3Y | +74.2% | -13.2% | +87.4% | +67.1% |
| 5Y | +223.8% | -39.5% | +263.3% | +240.5% |
| All | +579.7% | +155.3% | +424.4% | +351.6% |
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