+53.7%
BKR vs CF
+478.3%
-424.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.7% |
| 7D | +6.3% | +5.4% | +0.9% | +3.8% |
| 30D | -13.0% | +6.5% | -19.6% | -15.8% |
| 3M | -23.6% | +4.6% | -28.3% | -25.9% |
| 6M | -24.5% | -3.3% | -21.2% | -24.8% |
| YTD | +9.0% | +63.9% | -54.9% | -19.4% |
| 1Y | +4.4% | +50.4% | -46.0% | -19.6% |
| 3Y | +51.4% | +68.2% | -16.8% | +6.3% |
| 5Y | +124.4% | +113.8% | +10.6% | +29.5% |
| All | +53.7% | +478.3% | -424.6% | -45.4% |
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