+121.4%
BKR vs CFG
+311.8%
-190.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.0% | -6.9% |
| 7D | -6.7% | -1.7% | -5.0% | -5.8% |
| 30D | -8.3% | -4.6% | -3.7% | -6.2% |
| 3M | -5.4% | +7.9% | -13.3% | -9.9% |
| 6M | +0.8% | +19.9% | -19.1% | -9.4% |
| YTD | +31.8% | +21.7% | +10.2% | +17.0% |
| 1Y | +28.6% | +38.4% | -9.9% | +6.0% |
| 3Y | +71.2% | +187.0% | -115.8% | -8.2% |
| 5Y | +179.2% | +99.5% | +79.7% | +71.2% |
| All | +121.4% | +311.8% | -190.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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