+71.2%
BKR vs CARR
+1.4%
+69.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -7.0% | -3.8% | -3.2% | -5.8% |
| 30D | -8.1% | -8.9% | +0.8% | -5.2% |
| 3M | -6.6% | -17.3% | +10.7% | -1.0% |
| 6M | +0.9% | -1.4% | +2.3% | -1.0% |
| YTD | +31.1% | +10.0% | +21.1% | +22.7% |
| 1Y | +27.7% | -6.4% | +34.1% | +27.2% |
| 3Y | +71.2% | +1.5% | +69.7% | +66.1% |
| All | +71.2% | +1.4% | +69.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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