+28.4%
BKR vs CME
+9.2%
+19.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.7% |
| 7D | -6.7% | -2.4% | -4.3% | -6.7% |
| 30D | -8.3% | +6.2% | -14.5% | -8.4% |
| 3M | -5.4% | +4.4% | -9.8% | -5.1% |
| 6M | +0.8% | -9.6% | +10.5% | +1.5% |
| YTD | +31.8% | +3.8% | +28.1% | +32.9% |
| All | +28.4% | +9.2% | +19.2% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling