+521.9%
BKR vs CAG
+569.4%
-47.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -3.9% | -6.0% |
| 7D | -6.7% | -5.9% | -0.8% | -5.2% |
| 30D | -8.3% | -1.5% | -6.8% | -8.0% |
| 3M | -5.4% | +11.5% | -16.9% | -8.4% |
| 6M | +0.8% | -15.7% | +16.5% | +4.5% |
| YTD | +31.8% | -10.2% | +42.1% | +34.3% |
| 1Y | +28.6% | -18.1% | +46.6% | +33.8% |
| 3Y | +71.2% | -39.4% | +110.6% | +89.5% |
| 5Y | +179.2% | -42.6% | +221.8% | +210.0% |
| 10Y | +124.0% | -35.6% | +159.5% | +129.7% |
| All | +521.9% | +569.4% | -47.5% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling