+9.7%
BKR vs CLF
+12.5%
-2.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.2% | +3.7% | -4.4% |
| 7D | -8.8% | -7.9% | -0.9% | -7.8% |
| 30D | -13.1% | +5.2% | -18.3% | -13.5% |
| 3M | -18.9% | +4.3% | -23.2% | -19.4% |
| 6M | -27.2% | +25.3% | -52.5% | -28.6% |
| YTD | +10.7% | -3.3% | +14.0% | +8.0% |
| 1Y | +9.7% | +20.2% | -10.6% | +8.8% |
| All | +9.7% | +12.5% | -2.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling