+420.1%
BKR vs CLF
+723.8%
-303.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.0% |
| 7D | +3.8% | +10.4% | -6.6% | +1.1% |
| 30D | -10.3% | +0.6% | -10.8% | -10.9% |
| 3M | -21.7% | +4.1% | -25.8% | -23.3% |
| 6M | -23.8% | +15.1% | -38.9% | -28.3% |
| YTD | +10.3% | -4.7% | +15.0% | +6.4% |
| 1Y | +5.7% | +20.4% | -14.7% | -4.1% |
| 3Y | +52.6% | -23.4% | +76.0% | +42.2% |
| 5Y | +127.1% | -43.3% | +170.4% | +116.1% |
| 10Y | +56.5% | +80.5% | -24.1% | -6.5% |
| All | +420.1% | +723.8% | -303.7% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling