+58.4%
CNH vs BRKR
+173.9%
-115.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.7% | -8.7% | +3.0% | -3.1% |
| 30D | +26.6% | -9.9% | +36.4% | +30.4% |
| 3M | +31.1% | -3.1% | +34.2% | +29.0% |
| 6M | +24.9% | +45.5% | -20.6% | +5.6% |
| YTD | +48.7% | +13.7% | +35.0% | +35.3% |
| 1Y | +22.2% | +67.4% | -45.2% | -4.0% |
| 3Y | +7.4% | -13.2% | +20.6% | +0.5% |
| 5Y | +10.8% | -39.5% | +50.3% | +15.0% |
| 10Y | +154.7% | +153.5% | +1.2% | +56.7% |
| All | +58.4% | +173.9% | -115.5% | -6.7% |
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 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