+6,672.2%
CME vs BRKR
+1,045.3%
+5,626.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.6% | -8.7% | +7.1% | +0.1% |
| 30D | +5.6% | -9.9% | +15.4% | +7.4% |
| 3M | +5.6% | -3.1% | +8.7% | +4.6% |
| 6M | -8.3% | +45.5% | -53.8% | -17.3% |
| YTD | +4.3% | +13.7% | -9.3% | -1.7% |
| 1Y | +9.1% | +67.4% | -58.3% | -5.9% |
| 3Y | +52.1% | -13.2% | +65.3% | +42.9% |
| 5Y | +79.7% | -39.5% | +119.1% | +78.8% |
| 10Y | +281.8% | +153.5% | +128.3% | +162.7% |
| All | +6,672.2% | +1,045.3% | +5,626.9% | +2,892.6% |
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