+11,903.8%
CMI vs BRKR
+168.6%
+11,735.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | -3.5% | -10.0% | +6.5% | -1.6% |
| 30D | -14.0% | -8.7% | -5.2% | -12.6% |
| 3M | -17.7% | -2.8% | -14.8% | -18.0% |
| 6M | +1.7% | +56.4% | -54.7% | -8.3% |
| YTD | +7.1% | +12.0% | -5.0% | +2.6% |
| 1Y | +33.8% | +71.2% | -37.4% | +17.6% |
| 3Y | +142.6% | -21.1% | +163.6% | +141.0% |
| 5Y | +161.8% | -37.6% | +199.4% | +167.6% |
| 10Y | +490.8% | +147.4% | +343.4% | +362.1% |
| All | +11,903.8% | +168.6% | +11,735.2% | +6,904.0% |
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