+71.2%
BKR vs CMI
+150.2%
-79.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -7.0% | -0.7% | -6.3% | -6.7% |
| 30D | -8.1% | -12.4% | +4.3% | -2.8% |
| 3M | -6.6% | -14.8% | +8.2% | -0.7% |
| 6M | +0.9% | +0.8% | +0.1% | -2.0% |
| YTD | +31.1% | +10.2% | +20.9% | +20.8% |
| 1Y | +27.7% | +37.4% | -9.7% | +4.1% |
| 3Y | +71.2% | +153.3% | -82.1% | +4.5% |
| All | +71.2% | +150.2% | -79.0% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling