+72.2%
BKR vs CLX
-35.7%
+107.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.7% | -6.6% |
| 7D | -6.7% | -5.9% | -0.8% | -6.2% |
| 30D | -8.3% | -17.0% | +8.7% | -7.0% |
| 3M | -5.4% | -9.6% | +4.2% | -4.6% |
| 6M | +0.8% | -21.5% | +22.3% | +3.8% |
| YTD | +31.8% | -8.8% | +40.7% | +33.7% |
| 1Y | +28.6% | -24.7% | +53.2% | +32.7% |
| All | +72.2% | -35.7% | +107.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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