+121.4%
BKR vs CPB
-45.5%
+166.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.3% | -2.4% | -6.3% |
| 7D | -6.7% | -5.4% | -1.3% | -6.2% |
| 30D | -8.3% | -7.8% | -0.5% | -7.7% |
| 3M | -5.4% | -6.9% | +1.5% | -5.0% |
| 6M | +0.8% | -12.2% | +13.0% | +1.8% |
| YTD | +31.8% | -21.1% | +52.9% | +34.4% |
| 1Y | +28.6% | -33.5% | +62.1% | +33.3% |
| 3Y | +71.2% | -43.2% | +114.4% | +78.9% |
| 5Y | +179.2% | -40.9% | +220.1% | +188.7% |
| All | +121.4% | -45.5% | +166.9% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling