-1.3%
CMI vs BRKR
+53.7%
-55.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -0.6% |
| 7D | -10.0% | +7.4% | -17.4% | -11.3% |
| 30D | -13.0% | +2.7% | -15.7% | -13.5% |
| 3M | -29.9% | +19.7% | -49.5% | -32.9% |
| 6M | -36.7% | +45.2% | -81.9% | -44.1% |
| YTD | -10.9% | +30.6% | -41.5% | -21.1% |
| 1Y | -1.3% | +56.6% | -58.0% | -18.4% |
| All | -1.3% | +53.7% | -55.0% | -18.4% |
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