+6,047.0%
CF vs BRKR
+1,263.7%
+4,783.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -2.0% | -9.8% | +7.9% | +0.4% |
| 30D | +15.3% | -6.1% | +21.4% | +16.8% |
| 3M | +24.3% | -2.4% | +26.7% | +22.7% |
| 6M | +23.9% | +46.7% | -22.8% | +8.0% |
| YTD | +77.3% | +14.0% | +63.3% | +63.7% |
| 1Y | +58.7% | +76.5% | -17.8% | +29.0% |
| 3Y | +72.8% | -11.7% | +84.5% | +60.2% |
| 5Y | +228.8% | -39.3% | +268.1% | +227.6% |
| 10Y | +604.2% | +154.1% | +450.1% | +350.3% |
| All | +6,047.0% | +1,263.7% | +4,783.4% | +2,238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling