+569.2%
BKR vs CI
+7,450.8%
-6,881.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +0.4% | -2.0% | +2.4% | +1.0% |
| 30D | +3.9% | -1.8% | +5.7% | +4.3% |
| 3M | -1.1% | -4.2% | +3.2% | -0.1% |
| 6M | +7.6% | +2.7% | +4.9% | +5.8% |
| YTD | +41.9% | +1.9% | +40.0% | +39.7% |
| 1Y | +42.2% | -6.3% | +48.5% | +42.0% |
| 3Y | +84.3% | +3.9% | +80.4% | +73.4% |
| 5Y | +215.7% | +41.9% | +173.8% | +165.0% |
| 10Y | +130.9% | +140.4% | -9.5% | +62.1% |
| All | +569.2% | +7,450.8% | -6,881.6% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling