-25.6%
CG vs BRKR
+100.6%
-126.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -4.3% | +2.5% | -6.8% | -4.5% |
| 30D | -5.1% | +11.5% | -16.6% | -6.1% |
| 3M | +8.7% | -2.4% | +11.0% | +7.9% |
| 6M | -9.2% | +52.3% | -61.5% | -18.4% |
| YTD | -18.9% | +24.5% | -43.3% | -25.1% |
| 1Y | -25.6% | +97.3% | -123.0% | -31.9% |
| All | -25.6% | +100.6% | -126.2% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling