+420.1%
BKR vs CL
+5,512.1%
-5,092.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | +3.8% | +3.2% | +0.6% | +2.8% |
| 30D | -10.3% | +8.0% | -18.3% | -12.6% |
| 3M | -21.7% | +7.9% | -29.6% | -23.8% |
| 6M | -23.8% | +14.7% | -38.5% | -27.5% |
| YTD | +10.3% | +29.2% | -18.9% | +0.7% |
| 1Y | +5.7% | +29.5% | -23.8% | -3.6% |
| 3Y | +52.6% | +40.7% | +12.0% | +33.3% |
| 5Y | +127.1% | +43.9% | +83.2% | +94.6% |
| 10Y | +56.5% | +87.2% | -30.8% | +21.5% |
| All | +420.1% | +5,512.1% | -5,092.0% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling