+946.2%
CSGP vs BRKR
+197.7%
+748.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -5.1% | +4.2% | -9.3% | -5.9% |
| 30D | +0.3% | +9.3% | -9.0% | -1.5% |
| 3M | -9.1% | +3.8% | -13.0% | -10.9% |
| 6M | -37.3% | +59.5% | -96.8% | -43.6% |
| YTD | -54.9% | +24.2% | -79.1% | -57.7% |
| 1Y | -65.5% | +90.5% | -156.0% | -70.3% |
| 3Y | -63.3% | -3.8% | -59.5% | -65.0% |
| 5Y | -65.8% | -34.8% | -31.0% | -65.4% |
| 10Y | +40.1% | +167.6% | -127.5% | +11.1% |
| All | +946.2% | +197.7% | +748.5% | +548.5% |
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