+345.8%
CNP vs BRKR
+172.5%
+173.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.4% | -8.7% | +7.3% | -0.6% |
| 30D | -2.9% | -9.9% | +6.9% | -2.1% |
| 3M | -7.5% | -3.1% | -4.4% | -7.8% |
| 6M | -7.9% | +45.5% | -53.4% | -12.1% |
| YTD | +3.7% | +13.7% | -9.9% | +1.1% |
| 1Y | +4.6% | +67.4% | -62.8% | -2.2% |
| 3Y | +49.1% | -13.2% | +62.4% | +45.9% |
| 5Y | +69.2% | -39.5% | +108.7% | +69.8% |
| 10Y | +136.0% | +153.5% | -17.5% | +107.0% |
| All | +345.8% | +172.5% | +173.3% | +248.9% |
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