+39.2%
BKR vs CMS
-1.9%
+41.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.7% | +0.4% | +1.4% | +1.8% |
| 30D | +3.3% | -3.6% | +6.9% | +2.9% |
| 3M | -3.6% | -1.9% | -1.7% | -4.2% |
| 6M | +5.0% | -11.0% | +16.0% | +4.9% |
| YTD | +40.9% | +0.2% | +40.7% | +40.3% |
| 1Y | +39.2% | -1.3% | +40.5% | +37.5% |
| All | +39.2% | -1.9% | +41.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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