+26.4%
CL vs BRKR
-39.7%
+66.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -2.2% | -8.7% | +6.4% | -1.9% |
| 30D | -6.0% | -9.9% | +3.9% | -5.7% |
| 3M | -2.3% | -3.1% | +0.7% | -2.7% |
| 6M | -2.0% | +45.5% | -47.5% | -5.1% |
| YTD | +11.8% | +13.7% | -1.8% | +9.7% |
| 1Y | +5.8% | +67.4% | -61.6% | +1.0% |
| 3Y | +25.9% | -13.2% | +39.1% | +23.8% |
| All | +26.4% | -39.7% | +66.1% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling