+179.2%
BKR vs CLF
-49.9%
+229.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -6.2% |
| 7D | -6.7% | -3.7% | -3.0% | -6.0% |
| 30D | -8.3% | -4.7% | -3.7% | -7.6% |
| 3M | -5.4% | -4.7% | -0.7% | -5.3% |
| 6M | +0.8% | +24.0% | -23.2% | -5.1% |
| YTD | +31.8% | -10.9% | +42.8% | +31.1% |
| 1Y | +28.6% | +4.0% | +24.5% | +20.8% |
| 3Y | +71.2% | -16.9% | +88.2% | +58.4% |
| 5Y | +179.2% | -49.3% | +228.5% | +187.0% |
| All | +179.2% | -49.9% | +229.1% | +187.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling