+564.8%
BKR vs CMS
+457.8%
+107.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | +3.3% | -3.6% | +6.9% | +4.5% |
| 3M | -3.6% | -1.9% | -1.7% | -3.3% |
| 6M | +5.0% | -11.0% | +16.0% | +8.4% |
| YTD | +40.9% | +0.2% | +40.7% | +40.1% |
| 1Y | +39.2% | -1.3% | +40.5% | +38.8% |
| 3Y | +83.7% | +35.9% | +47.8% | +63.6% |
| 5Y | +207.5% | +23.1% | +184.4% | +180.0% |
| 10Y | +136.3% | +117.9% | +18.4% | +77.1% |
| All | +564.8% | +457.8% | +107.0% | +262.4% |
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 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