+27.9%
CF vs BRKR
-5.0%
+32.8%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.8% | +9.6% | +2.6% |
| 7D | -0.8% | -7.8% | +6.9% | -1.1% |
| 30D | +14.3% | -3.4% | +17.6% | +14.2% |
| 3M | +27.9% | -4.8% | +32.7% | +29.8% |
| All | +27.9% | -5.0% | +32.8% | +29.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling