+322.0%
CMG vs BRKR
+155.3%
+166.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -8.7% | +6.6% | +0.2% |
| 30D | +10.9% | -9.9% | +20.8% | +13.7% |
| 3M | +15.8% | -3.1% | +18.9% | +16.0% |
| 6M | +6.9% | +45.5% | -38.6% | -4.7% |
| YTD | -2.2% | +13.7% | -15.8% | -7.5% |
| 1Y | -7.1% | +67.4% | -74.5% | -20.7% |
| 3Y | -7.1% | -13.2% | +6.1% | -11.5% |
| 5Y | -4.8% | -39.5% | +34.7% | -1.7% |
| All | +322.0% | +155.3% | +166.7% | +214.9% |
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