+74.2%
CF vs BRKR
-11.8%
+86.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -0.2% | -8.7% | +8.5% | -0.2% |
| 30D | +11.5% | -9.9% | +21.3% | +11.5% |
| 3M | +25.5% | -3.1% | +28.6% | +25.5% |
| 6M | +11.8% | +45.5% | -33.7% | +10.9% |
| YTD | +74.6% | +13.7% | +60.9% | +76.1% |
| 1Y | +57.7% | +67.4% | -9.7% | +53.5% |
| 3Y | +74.2% | -13.2% | +87.4% | +84.7% |
| All | +74.2% | -11.8% | +86.0% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling