+566.3%
BKR vs CPB
+335.7%
+230.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.5% | -8.0% | +6.5% | +0.1% |
| 30D | -0.7% | -2.4% | +1.7% | -0.3% |
| 3M | +0.5% | +0.5% | 0.0% | -0.2% |
| 6M | +6.6% | -10.5% | +17.1% | +8.3% |
| YTD | +41.3% | -17.5% | +58.8% | +45.7% |
| 1Y | +42.2% | -31.0% | +73.2% | +52.0% |
| 3Y | +83.4% | -40.6% | +124.1% | +99.6% |
| 5Y | +203.6% | -37.7% | +241.3% | +223.0% |
| 10Y | +139.9% | -43.4% | +183.4% | +151.3% |
| All | +566.3% | +335.7% | +230.6% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling