-21.7%
BKR vs CL
+7.6%
-29.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +2.1% |
| 7D | +3.8% | +3.2% | +0.6% | +5.4% |
| 30D | -10.3% | +8.0% | -18.3% | -7.9% |
| 3M | -21.7% | +7.9% | -29.6% | -20.5% |
| All | -21.7% | +7.6% | -29.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3mo: compounded portfolio wealth divided by compounded CL 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…
3mo analysis · Full analysis span regression · Available span rolling