+84.5%
BKR vs CNH
+9.4%
+75.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -1.5% | +1.8% | -3.4% | -2.2% |
| 30D | -0.7% | +32.6% | -33.3% | -8.9% |
| 3M | +0.5% | +29.4% | -28.9% | -7.8% |
| 6M | +6.6% | +26.0% | -19.3% | -2.1% |
| YTD | +41.3% | +52.2% | -11.0% | +20.5% |
| 1Y | +42.2% | +23.9% | +18.3% | +30.6% |
| All | +84.5% | +9.4% | +75.1% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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