+315.1%
BKR vs CME
+7,326.7%
-7,011.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -0.7% | +4.7% | -5.4% | -2.4% |
| 3M | +0.5% | +7.8% | -7.3% | -2.6% |
| 6M | +6.6% | -11.0% | +17.6% | +10.1% |
| YTD | +41.3% | +4.0% | +37.2% | +37.7% |
| 1Y | +42.2% | +9.1% | +33.1% | +36.0% |
| 3Y | +83.4% | +52.3% | +31.2% | +53.0% |
| 5Y | +203.6% | +76.1% | +127.5% | +136.0% |
| 10Y | +139.9% | +280.6% | -140.7% | +41.7% |
| All | +315.1% | +7,326.7% | -7,011.6% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling