+569.2%
BKR vs CLF
+700.4%
-131.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.1% |
| 7D | +0.4% | +6.5% | -6.1% | -1.2% |
| 30D | +3.9% | +0.2% | +3.6% | +3.5% |
| 3M | -1.1% | -3.1% | +2.0% | -1.6% |
| 6M | +7.6% | +25.0% | -17.4% | -0.7% |
| YTD | +41.9% | -7.5% | +49.3% | +39.0% |
| 1Y | +42.2% | +11.5% | +30.7% | +29.8% |
| 3Y | +84.3% | -13.7% | +98.0% | +67.1% |
| 5Y | +215.7% | -47.0% | +262.7% | +206.2% |
| 10Y | +130.9% | +116.3% | +14.6% | +31.4% |
| All | +569.2% | +700.4% | -131.2% | +151.6% |
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