+521.9%
BKR vs CMI
+19,388.4%
-18,866.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | -6.7% | +0.8% | -7.5% | -7.0% |
| 30D | -8.3% | -12.8% | +4.4% | -3.1% |
| 3M | -5.4% | -12.4% | +7.0% | -0.8% |
| 6M | +0.8% | -0.9% | +1.7% | -0.2% |
| YTD | +31.8% | +8.9% | +23.0% | +25.0% |
| 1Y | +28.6% | +37.7% | -9.1% | +10.0% |
| 3Y | +71.2% | +148.9% | -77.6% | +13.5% |
| 5Y | +179.2% | +164.4% | +14.9% | +78.4% |
| 10Y | +124.0% | +506.9% | -383.0% | +4.6% |
| All | +521.9% | +19,388.4% | -18,866.5% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling