+73.2%
CPB vs BRKR
+172.5%
-99.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.8% | -8.7% | +6.9% | -1.3% |
| 30D | -7.1% | -9.9% | +2.8% | -6.6% |
| 3M | -6.0% | -3.1% | -3.0% | -6.2% |
| 6M | -5.3% | +45.5% | -50.8% | -7.7% |
| YTD | -20.8% | +13.7% | -34.5% | -22.0% |
| 1Y | -33.8% | +67.4% | -101.3% | -36.3% |
| 3Y | -43.7% | -13.2% | -30.5% | -44.4% |
| 5Y | -40.7% | -39.5% | -1.2% | -40.7% |
| 10Y | -45.7% | +153.5% | -199.2% | -50.4% |
| All | +73.2% | +172.5% | -99.3% | +38.3% |
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