+566.3%
BKR vs CNP
+1,831.2%
-1,264.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -0.7% | -0.1% | -0.6% | -0.7% |
| 3M | +0.5% | -5.6% | +6.1% | +2.0% |
| 6M | +6.6% | -7.5% | +14.1% | +8.6% |
| YTD | +41.3% | +5.5% | +35.8% | +38.2% |
| 1Y | +42.2% | +8.3% | +33.9% | +37.8% |
| 3Y | +83.4% | +51.8% | +31.7% | +58.9% |
| 5Y | +203.6% | +69.9% | +133.7% | +153.3% |
| 10Y | +139.9% | +139.9% | 0.0% | +78.2% |
| All | +566.3% | +1,831.2% | -1,264.9% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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