+25.9%
CL vs BRKR
-11.8%
+37.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.3% |
| 7D | -2.2% | -8.7% | +6.4% | -2.2% |
| 30D | -6.0% | -9.9% | +3.9% | -6.0% |
| 3M | -2.3% | -3.1% | +0.7% | -2.6% |
| 6M | -2.0% | +45.5% | -47.5% | -3.7% |
| YTD | +11.8% | +13.7% | -1.8% | +10.5% |
| 1Y | +5.8% | +67.4% | -61.6% | +3.3% |
| 3Y | +25.9% | -13.2% | +39.1% | +24.1% |
| All | +25.9% | -11.8% | +37.7% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling