+9.7%
BKR vs CG
-14.1%
+23.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.5% | -10.1% | -5.8% |
| 7D | -8.8% | +9.4% | -18.2% | -9.4% |
| 30D | -13.1% | +8.7% | -21.8% | -13.6% |
| 3M | -18.9% | -15.0% | -3.9% | -17.2% |
| 6M | -27.2% | -13.2% | -14.0% | -25.9% |
| YTD | +10.7% | -26.2% | +36.8% | +15.1% |
| 1Y | +9.7% | -14.1% | +23.8% | +9.0% |
| All | +9.7% | -14.1% | +23.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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