+5,760.6%
CRM vs BRKR
+1,079.2%
+4,681.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -8.7% | +4.2% | -1.8% |
| 30D | +28.1% | -9.9% | +38.0% | +32.2% |
| 3M | +48.8% | -3.1% | +51.9% | +46.6% |
| 6M | +28.3% | +45.5% | -17.2% | +9.1% |
| YTD | -6.0% | +13.7% | -19.7% | -14.1% |
| 1Y | +1.4% | +67.4% | -66.0% | -18.9% |
| 3Y | +11.8% | -13.2% | +25.1% | +5.0% |
| 5Y | -2.0% | -39.5% | +37.5% | +2.1% |
| 10Y | +239.6% | +153.5% | +86.2% | +121.5% |
| All | +5,760.6% | +1,079.2% | +4,681.4% | +2,200.8% |
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