+28.4%
BKR vs CFG
+38.4%
-10.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.0% | -6.7% |
| 7D | -6.7% | -1.7% | -5.0% | -6.3% |
| 30D | -8.3% | -4.6% | -3.7% | -7.4% |
| 3M | -5.4% | +7.9% | -13.3% | -8.5% |
| 6M | +0.8% | +19.9% | -19.1% | -7.0% |
| YTD | +31.8% | +21.7% | +10.2% | +19.4% |
| All | +28.4% | +38.4% | -10.0% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling