+55.5%
BKR vs CF
+479.1%
-423.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +3.8% | +4.8% | -1.0% | +1.6% |
| 30D | -10.3% | +4.7% | -15.0% | -12.4% |
| 3M | -21.7% | +7.4% | -29.1% | -24.9% |
| 6M | -23.8% | +0.6% | -24.4% | -25.4% |
| YTD | +10.3% | +64.1% | -53.8% | -18.5% |
| 1Y | +5.7% | +51.4% | -45.7% | -18.8% |
| 3Y | +52.6% | +67.8% | -15.2% | +7.3% |
| 5Y | +127.1% | +114.1% | +13.0% | +31.0% |
| All | +55.5% | +479.1% | -423.5% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling