+121.4%
BKR vs CF
+606.5%
-485.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -5.7% |
| 7D | -6.7% | -2.0% | -4.7% | -5.9% |
| 30D | -8.3% | +15.3% | -23.6% | -14.2% |
| 3M | -5.4% | +24.3% | -29.7% | -15.0% |
| 6M | +0.8% | +23.9% | -23.1% | -12.6% |
| YTD | +31.8% | +77.3% | -45.4% | -4.6% |
| 1Y | +28.6% | +58.7% | -30.1% | -2.3% |
| 3Y | +71.2% | +72.8% | -1.6% | +20.4% |
| 5Y | +179.2% | +228.8% | -49.5% | +30.6% |
| All | +121.4% | +606.5% | -485.0% | -21.8% |
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