+120.2%
BKR vs CME
+282.4%
-162.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -7.0% | -1.6% | -5.4% | -6.4% |
| 30D | -8.1% | +5.6% | -13.7% | -10.3% |
| 3M | -6.6% | +5.6% | -12.2% | -9.1% |
| 6M | +0.9% | -8.3% | +9.1% | +3.6% |
| YTD | +31.1% | +4.3% | +26.8% | +27.0% |
| 1Y | +27.7% | +9.1% | +18.6% | +20.9% |
| 3Y | +71.2% | +52.1% | +19.2% | +35.3% |
| 5Y | +177.6% | +79.7% | +98.0% | +94.4% |
| All | +120.2% | +282.4% | -162.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling