+82.7%
BKR vs CFG
+390.8%
-308.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +0.4% | +2.7% | -2.3% | -1.0% |
| 30D | +3.9% | -3.7% | +7.5% | +5.8% |
| 3M | -1.1% | +9.5% | -10.5% | -6.4% |
| 6M | +7.6% | +22.2% | -14.6% | -4.3% |
| YTD | +41.9% | +22.3% | +19.6% | +25.6% |
| 1Y | +42.2% | +39.4% | +2.8% | +16.9% |
| 3Y | +84.3% | +188.5% | -104.2% | -1.1% |
| 5Y | +215.7% | +101.5% | +114.2% | +93.1% |
| 10Y | +130.9% | +308.6% | -177.7% | -13.0% |
| All | +82.7% | +390.8% | -308.1% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling