+1,338.0%
CLS vs BRKR
-11.8%
+1,349.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | +10.9% | -8.7% | +19.6% | +13.5% |
| 30D | +2.1% | -9.9% | +11.9% | +4.7% |
| 3M | -10.2% | -3.1% | -7.1% | -11.3% |
| 6M | +30.4% | +45.5% | -15.1% | +13.8% |
| YTD | +17.2% | +13.7% | +3.5% | +8.9% |
| 1Y | +41.0% | +67.4% | -26.4% | +17.4% |
| 3Y | +1,338.0% | -13.2% | +1,351.2% | +1,296.0% |
| All | +1,338.0% | -11.8% | +1,349.7% | +1,296.0% |
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