+403.3%
CLF vs BRKR
+172.5%
+230.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -3.5% | -8.7% | +5.1% | -1.3% |
| 30D | -1.6% | -9.9% | +8.3% | +0.9% |
| 3M | -12.0% | -3.1% | -8.9% | -13.1% |
| 6M | +30.0% | +45.5% | -15.5% | +14.9% |
| YTD | -9.2% | +13.7% | -22.9% | -14.6% |
| 1Y | +2.3% | +67.4% | -65.1% | -13.4% |
| 3Y | -14.4% | -13.2% | -1.2% | -17.2% |
| 5Y | -48.3% | -39.5% | -8.9% | -45.9% |
| 10Y | +127.0% | +153.5% | -26.4% | +70.2% |
| All | +403.3% | +172.5% | +230.8% | +171.4% |
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