+915.3%
CI vs BRKR
+172.5%
+742.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | -8.7% | +8.6% | +1.4% |
| 30D | +1.8% | -9.9% | +11.6% | +3.3% |
| 3M | -4.2% | -3.1% | -1.2% | -4.7% |
| 6M | +8.8% | +45.5% | -36.6% | +0.2% |
| YTD | +3.7% | +13.7% | -9.9% | -0.8% |
| 1Y | -6.1% | +67.4% | -73.6% | -16.2% |
| 3Y | +4.5% | -13.2% | +17.7% | +0.6% |
| 5Y | +50.5% | -39.5% | +90.0% | +51.5% |
| 10Y | +143.2% | +153.5% | -10.3% | +89.8% |
| All | +915.3% | +172.5% | +742.9% | +517.1% |
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