+4,887.2%
CP vs BRKR
+172.5%
+4,714.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -2.6% | -8.7% | +6.1% | -1.4% |
| 30D | -3.7% | -9.9% | +6.1% | -2.4% |
| 3M | +0.1% | -3.1% | +3.2% | -0.3% |
| 6M | +7.8% | +45.5% | -37.6% | +0.8% |
| YTD | +21.7% | +13.7% | +8.0% | +17.2% |
| 1Y | +18.6% | +67.4% | -48.8% | +7.7% |
| 3Y | +17.5% | -13.2% | +30.8% | +14.4% |
| 5Y | +35.4% | -39.5% | +74.8% | +36.8% |
| 10Y | +230.2% | +153.5% | +76.8% | +173.2% |
| All | +4,887.2% | +172.5% | +4,714.7% | +3,288.6% |
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