+473.5%
CMS vs BRKR
+172.5%
+301.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -1.9% | -8.7% | +6.8% | -1.1% |
| 30D | -4.1% | -9.9% | +5.8% | -3.3% |
| 3M | -7.1% | -3.1% | -4.0% | -7.4% |
| 6M | -10.1% | +45.5% | -55.5% | -14.1% |
| YTD | -1.7% | +13.7% | -15.4% | -4.2% |
| 1Y | -3.4% | +67.4% | -70.8% | -9.5% |
| 3Y | +31.6% | -13.2% | +44.8% | +28.6% |
| 5Y | +23.3% | -39.5% | +62.8% | +23.6% |
| 10Y | +118.9% | +153.5% | -34.5% | +88.2% |
| All | +473.5% | +172.5% | +301.0% | +304.9% |
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