+72.2%
BKR vs CG
+44.6%
+27.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.9% |
| 7D | -6.7% | -9.8% | +3.1% | -3.5% |
| 30D | -8.3% | -10.3% | +2.0% | -5.3% |
| 3M | -5.4% | -1.7% | -3.7% | -5.6% |
| 6M | +0.8% | -9.8% | +10.6% | +2.9% |
| YTD | +31.8% | -25.6% | +57.4% | +43.4% |
| 1Y | +28.6% | -32.5% | +61.1% | +44.6% |
| All | +72.2% | +44.6% | +27.6% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling