+179.2%
BKR vs CI
+47.5%
+131.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.6% | -6.8% |
| 7D | -6.7% | -1.3% | -5.3% | -6.5% |
| 30D | -8.3% | +3.1% | -11.5% | -8.9% |
| 3M | -5.4% | -4.5% | -0.9% | -4.8% |
| 6M | +0.8% | +8.3% | -7.5% | -1.1% |
| YTD | +31.8% | +3.8% | +28.1% | +30.4% |
| 1Y | +28.6% | -5.0% | +33.6% | +28.5% |
| 3Y | +71.2% | +5.8% | +65.5% | +63.3% |
| 5Y | +179.2% | +50.6% | +128.6% | +136.0% |
| All | +179.2% | +47.5% | +131.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 5y: compounded portfolio wealth divided by compounded CI 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…
5y analysis · Full analysis span regression · 6 months rolling