+9.7%
BKR vs CF
+35.9%
-26.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.1% | -5.3% |
| 7D | -8.8% | -6.9% | -1.9% | -8.4% |
| 30D | -13.1% | -3.7% | -9.3% | -12.8% |
| 3M | -18.9% | -5.0% | -14.0% | -18.5% |
| 6M | -27.2% | -10.5% | -16.8% | -27.0% |
| YTD | +10.7% | +46.5% | -35.8% | -5.2% |
| 1Y | +9.7% | +34.8% | -25.2% | -3.8% |
| All | +9.7% | +35.9% | -26.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling