+84.5%
BKR vs CMS
+34.5%
+50.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -0.7% | -1.3% | +0.6% | -0.6% |
| 3M | +0.5% | -5.4% | +5.9% | +0.7% |
| 6M | +6.6% | -10.3% | +17.0% | +7.6% |
| YTD | +41.3% | -0.2% | +41.5% | +40.5% |
| 1Y | +42.2% | -0.9% | +43.1% | +41.2% |
| All | +84.5% | +34.5% | +50.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling