+465.1%
CL vs BRKR
+173.2%
+292.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -2.4% | -9.8% | +7.4% | -1.8% |
| 30D | -4.8% | -6.1% | +1.3% | -4.5% |
| 3M | -1.7% | -2.4% | +0.7% | -2.1% |
| 6M | -3.8% | +46.7% | -50.5% | -7.2% |
| YTD | +13.3% | +14.0% | -0.7% | +11.0% |
| 1Y | +8.3% | +76.5% | -68.2% | +2.8% |
| 3Y | +28.8% | -11.7% | +40.5% | +26.5% |
| 5Y | +28.5% | -39.3% | +67.9% | +28.7% |
| 10Y | +57.1% | +154.1% | -97.0% | +41.4% |
| All | +465.1% | +173.2% | +292.0% | +351.1% |
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