+305.8%
CG vs BRKR
+247.5%
+58.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.9% | -8.7% | -1.2% | -7.0% |
| 30D | -11.7% | -9.9% | -1.8% | -8.7% |
| 3M | -4.3% | -3.1% | -1.2% | -5.9% |
| 6M | -8.8% | +45.5% | -54.3% | -24.3% |
| YTD | -26.9% | +13.7% | -40.5% | -34.0% |
| 1Y | -35.4% | +67.4% | -102.9% | -50.4% |
| 3Y | +43.0% | -13.2% | +56.3% | +33.4% |
| 5Y | +1.9% | -39.5% | +41.4% | +7.0% |
| 10Y | +313.9% | +153.5% | +160.5% | +169.9% |
| All | +305.8% | +247.5% | +58.3% | +147.1% |
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