+179.2%
BKR vs CMS
+22.8%
+156.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -5.9% | -6.5% |
| 7D | -6.7% | -1.3% | -5.3% | -6.4% |
| 30D | -8.3% | -2.8% | -5.6% | -7.8% |
| 3M | -5.4% | -7.1% | +1.7% | -4.2% |
| 6M | +0.8% | -10.0% | +10.8% | +2.7% |
| YTD | +31.8% | -0.9% | +32.8% | +31.2% |
| 1Y | +28.6% | -2.0% | +30.6% | +28.1% |
| 3Y | +71.2% | +33.0% | +38.2% | +54.6% |
| 5Y | +179.2% | +24.3% | +155.0% | +159.4% |
| All | +179.2% | +22.8% | +156.4% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling