+309.0%
CFG vs BRKR
+155.3%
+153.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.4% | -8.7% | +8.2% | +2.4% |
| 30D | -4.6% | -9.9% | +5.2% | -1.8% |
| 3M | +6.7% | -3.1% | +9.7% | +5.1% |
| 6M | +22.1% | +45.5% | -23.4% | +2.3% |
| YTD | +23.2% | +13.7% | +9.5% | +11.8% |
| 1Y | +40.3% | +67.4% | -27.2% | +9.0% |
| 3Y | +187.9% | -13.2% | +201.1% | +167.0% |
| 5Y | +102.0% | -39.5% | +141.4% | +111.1% |
| All | +309.0% | +155.3% | +153.7% | +145.6% |
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