+84.5%
BKR vs CL
+29.0%
+55.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.5% |
| 7D | -1.5% | -2.3% | +0.8% | -1.7% |
| 30D | -0.7% | -5.5% | +4.8% | -1.1% |
| 3M | +0.5% | +0.8% | -0.3% | +0.5% |
| 6M | +6.6% | -4.2% | +10.8% | +6.6% |
| YTD | +41.3% | +13.4% | +27.8% | +42.6% |
| 1Y | +42.2% | +7.1% | +35.2% | +43.1% |
| All | +84.5% | +29.0% | +55.5% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling