+420.1%
BKR vs CMS
+478.1%
-58.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | +3.8% | +1.7% | +2.0% | +3.2% |
| 30D | -10.3% | +6.2% | -16.5% | -12.1% |
| 3M | -21.7% | +0.6% | -22.3% | -22.0% |
| 6M | -23.8% | -1.8% | -22.0% | -23.8% |
| YTD | +10.3% | +3.8% | +6.4% | +8.2% |
| 1Y | +5.7% | -1.8% | +7.5% | +5.5% |
| 3Y | +52.6% | +39.8% | +12.8% | +34.7% |
| 5Y | +127.1% | +37.1% | +90.0% | +99.8% |
| 10Y | +56.5% | +138.6% | -82.1% | +13.9% |
| All | +420.1% | +478.1% | -58.0% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling