-10.0%
CMS vs BRKR
+43.7%
-53.7%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.8% |
| 7D | -1.3% | -9.8% | +8.5% | -1.8% |
| 30D | -2.8% | -6.1% | +3.3% | -3.0% |
| 3M | -7.1% | -2.4% | -4.7% | -6.7% |
| 6M | -10.0% | +46.7% | -56.7% | -9.7% |
| All | -10.0% | +43.7% | -53.7% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling