+113.9%
BKR vs CLBK
+65.6%
+48.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.9% |
| 7D | -6.7% | -1.4% | -5.3% | -6.1% |
| 30D | -8.3% | +4.5% | -12.9% | -10.4% |
| 3M | -5.4% | +22.8% | -28.2% | -14.9% |
| 6M | +0.8% | +43.4% | -42.6% | -16.1% |
| YTD | +31.8% | +64.1% | -32.3% | +2.2% |
| 1Y | +28.6% | +67.6% | -39.0% | -2.0% |
| 3Y | +71.2% | +53.3% | +18.0% | +30.0% |
| 5Y | +179.2% | +44.8% | +134.4% | +90.1% |
| All | +113.9% | +65.6% | +48.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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