+604.8%
CRS vs BRKR
-11.8%
+616.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -6.8% | -8.7% | +1.9% | -5.2% |
| 30D | -16.1% | -9.9% | -6.3% | -14.6% |
| 3M | -21.2% | -3.1% | -18.1% | -22.2% |
| 6M | +8.7% | +45.5% | -36.8% | -3.4% |
| YTD | +41.0% | +13.7% | +27.3% | +31.4% |
| 1Y | +82.7% | +67.4% | +15.2% | +55.4% |
| 3Y | +604.8% | -13.2% | +618.0% | +572.6% |
| All | +604.8% | -11.8% | +616.6% | +572.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling