+120.2%
BKR vs CMI
+516.5%
-396.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.3% |
| 7D | -7.0% | -0.7% | -6.3% | -6.6% |
| 30D | -8.1% | -12.4% | +4.3% | -0.4% |
| 3M | -6.6% | -14.8% | +8.2% | +1.8% |
| 6M | +0.9% | +0.8% | +0.1% | -2.7% |
| YTD | +31.1% | +10.2% | +20.9% | +18.0% |
| 1Y | +27.7% | +37.4% | -9.7% | -1.9% |
| 3Y | +71.2% | +153.3% | -82.1% | -16.4% |
| 5Y | +177.6% | +167.6% | +10.0% | +26.0% |
| All | +120.2% | +516.5% | -396.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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