+31.6%
CMS vs BRKR
-11.8%
+43.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -1.9% | -8.7% | +6.8% | -1.9% |
| 30D | -4.1% | -9.9% | +5.8% | -4.1% |
| 3M | -7.1% | -3.1% | -4.0% | -7.1% |
| 6M | -10.1% | +45.5% | -55.5% | -10.7% |
| YTD | -1.7% | +13.7% | -15.4% | -2.0% |
| 1Y | -3.4% | +67.4% | -70.8% | -4.6% |
| 3Y | +31.6% | -13.2% | +44.8% | +28.3% |
| All | +31.6% | -11.8% | +43.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling