+521.9%
BKR vs CLX
+2,272.0%
-1,750.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.7% | -6.5% |
| 7D | -6.7% | -5.9% | -0.8% | -5.6% |
| 30D | -8.3% | -17.0% | +8.7% | -5.1% |
| 3M | -5.4% | -9.6% | +4.2% | -3.9% |
| 6M | +0.8% | -21.5% | +22.3% | +4.8% |
| YTD | +31.8% | -8.8% | +40.7% | +33.1% |
| 1Y | +28.6% | -24.7% | +53.2% | +34.5% |
| 3Y | +71.2% | -35.6% | +106.9% | +83.1% |
| 5Y | +179.2% | -37.6% | +216.9% | +195.6% |
| 10Y | +124.0% | -2.4% | +126.3% | +103.5% |
| All | +521.9% | +2,272.0% | -1,750.1% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling