+179.2%
BKR vs CL
+27.8%
+151.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.5% | -6.7% |
| 7D | -6.7% | -2.4% | -4.2% | -6.6% |
| 30D | -8.3% | -4.8% | -3.6% | -8.3% |
| 3M | -5.4% | -1.7% | -3.7% | -5.5% |
| 6M | +0.8% | -3.8% | +4.6% | +0.9% |
| YTD | +31.8% | +13.3% | +18.6% | +31.2% |
| 1Y | +28.6% | +8.3% | +20.3% | +28.2% |
| 3Y | +71.2% | +28.8% | +42.4% | +65.4% |
| 5Y | +179.2% | +28.5% | +150.7% | +165.8% |
| All | +179.2% | +27.8% | +151.4% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling