+71.2%
BKR vs CFG
+186.7%
-115.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -7.0% | -0.4% | -6.6% | -6.9% |
| 30D | -8.1% | -4.6% | -3.5% | -6.5% |
| 3M | -6.6% | +6.7% | -13.3% | -9.7% |
| 6M | +0.9% | +22.1% | -21.3% | -8.3% |
| YTD | +31.1% | +23.2% | +7.9% | +18.2% |
| 1Y | +27.7% | +40.3% | -12.6% | +8.5% |
| 3Y | +71.2% | +187.9% | -116.7% | +17.3% |
| All | +71.2% | +186.7% | -115.5% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling