+19.6%
CME vs BRKR
+65.8%
-46.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.9% | -11.5% | +2.5% |
| 7D | +4.8% | +2.9% | +2.0% | +5.1% |
| 30D | +14.2% | -0.1% | +14.3% | +14.3% |
| 3M | +17.9% | +26.9% | -9.0% | +20.5% |
| 6M | +7.2% | +75.6% | -68.3% | +13.2% |
| YTD | +16.7% | +35.8% | -19.1% | +19.9% |
| 1Y | +19.6% | +58.6% | -39.1% | +24.8% |
| All | +19.6% | +65.8% | -46.3% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling