+569.2%
BKR vs CL
+4,849.8%
-4,280.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.8% |
| 30D | +3.9% | -5.2% | +9.1% | +5.5% |
| 3M | -1.1% | +3.3% | -4.4% | -2.4% |
| 6M | +7.6% | -4.4% | +12.0% | +8.3% |
| YTD | +41.9% | +13.9% | +28.0% | +35.1% |
| 1Y | +42.2% | +7.6% | +34.6% | +37.5% |
| 3Y | +84.3% | +29.6% | +54.7% | +65.3% |
| 5Y | +215.7% | +28.1% | +187.6% | +180.9% |
| 10Y | +130.9% | +53.4% | +77.5% | +91.1% |
| All | +569.2% | +4,849.8% | -4,280.6% | +119.9% |
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 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