+203.6%
BKR vs CF
+247.6%
-44.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -0.7% | +14.3% | -14.9% | -5.1% |
| 3M | +0.5% | +27.9% | -27.3% | -7.9% |
| 6M | +6.6% | +25.5% | -18.9% | -4.6% |
| YTD | +41.3% | +81.2% | -39.9% | +8.5% |
| 1Y | +42.2% | +66.5% | -24.3% | +12.6% |
| 3Y | +83.4% | +76.7% | +6.8% | +37.9% |
| 5Y | +203.6% | +237.8% | -34.2% | +74.7% |
| All | +203.6% | +247.6% | -44.0% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling