+274.2%
CME vs BRKR
+155.3%
+118.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.6% | -8.7% | +7.1% | -0.6% |
| 30D | +5.6% | -9.9% | +15.4% | +6.7% |
| 3M | +5.6% | -3.1% | +8.7% | +5.0% |
| 6M | -8.3% | +45.5% | -53.8% | -14.1% |
| YTD | +4.3% | +13.7% | -9.3% | +0.6% |
| 1Y | +9.1% | +67.4% | -58.3% | -1.3% |
| 3Y | +52.1% | -13.2% | +65.3% | +47.9% |
| 5Y | +79.7% | -39.5% | +119.1% | +87.0% |
| All | +274.2% | +155.3% | +118.9% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling