+596.2%
BKR vs CARR
+414.1%
+182.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -6.0% |
| 7D | -6.7% | -4.1% | -2.5% | -5.5% |
| 30D | -8.3% | -11.0% | +2.6% | -5.2% |
| 3M | -5.4% | -16.4% | +11.0% | -0.8% |
| 6M | +0.8% | -2.4% | +3.2% | +0.1% |
| YTD | +31.8% | +8.4% | +23.4% | +26.6% |
| 1Y | +28.6% | -8.0% | +36.6% | +29.3% |
| 3Y | +71.2% | +0.6% | +70.7% | +66.4% |
| 5Y | +179.2% | +7.7% | +171.5% | +160.3% |
| All | +596.2% | +414.1% | +182.1% | +411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling