+24.6%
BKR vs CMI
+33.3%
-8.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.0% | -3.0% |
| 7D | -10.6% | -3.5% | -7.1% | -9.6% |
| 30D | -12.4% | -14.0% | +1.6% | -8.3% |
| 3M | -9.7% | -17.7% | +7.9% | -4.7% |
| 6M | +5.4% | +1.7% | +3.7% | +2.8% |
| YTD | +26.0% | +7.1% | +18.9% | +21.0% |
| All | +24.6% | +33.3% | -8.7% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling