+120.2%
BKR vs CAG
-36.2%
+156.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -7.0% | -5.7% | -1.3% | -6.0% |
| 30D | -8.1% | -2.4% | -5.7% | -7.7% |
| 3M | -6.6% | +9.8% | -16.4% | -8.5% |
| 6M | +0.9% | -10.8% | +11.7% | +2.7% |
| YTD | +31.1% | -10.8% | +41.9% | +33.4% |
| 1Y | +27.7% | -19.0% | +46.7% | +32.0% |
| 3Y | +71.2% | -39.7% | +110.9% | +84.8% |
| 5Y | +177.6% | -43.0% | +220.6% | +200.8% |
| All | +120.2% | -36.2% | +156.3% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling