+173.2%
BKR vs CAG
-42.7%
+215.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -3.9% | -6.4% |
| 7D | -6.7% | -5.9% | -0.8% | -6.0% |
| 30D | -8.3% | -1.5% | -6.8% | -8.2% |
| 3M | -5.4% | +11.5% | -16.9% | -6.7% |
| 6M | +0.8% | -15.7% | +16.5% | +3.1% |
| YTD | +31.8% | -10.2% | +42.1% | +33.9% |
| 1Y | +28.6% | -18.1% | +46.6% | +31.8% |
| 3Y | +71.2% | -39.4% | +110.6% | +79.3% |
| All | +173.2% | -42.7% | +215.9% | +187.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling