+84.5%
BKR vs CLF
-16.3%
+100.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -1.5% | -2.7% | +1.1% | -1.1% |
| 30D | -0.7% | -3.2% | +2.5% | -0.3% |
| 3M | +0.5% | -5.0% | +5.5% | +0.7% |
| 6M | +6.6% | +26.6% | -20.0% | +1.1% |
| YTD | +41.3% | -9.0% | +50.2% | +40.1% |
| 1Y | +42.2% | +11.8% | +30.4% | +32.8% |
| All | +84.5% | -16.3% | +100.8% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling