+165.0%
CMI vs BRKR
-39.7%
+204.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.7% | -8.7% | +8.0% | +1.4% |
| 30D | -12.4% | -9.9% | -2.5% | -10.3% |
| 3M | -14.8% | -3.1% | -11.7% | -15.4% |
| 6M | +0.8% | +45.5% | -44.7% | -10.8% |
| YTD | +10.2% | +13.7% | -3.5% | +3.3% |
| 1Y | +37.4% | +67.4% | -30.0% | +15.7% |
| 3Y | +153.3% | -13.2% | +166.5% | +142.6% |
| All | +165.0% | -39.7% | +204.7% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling