+120.2%
BKR vs CRL
+256.1%
-135.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -7.0% | -3.5% | -3.4% | -6.1% |
| 30D | -8.1% | -2.1% | -6.0% | -7.7% |
| 3M | -6.6% | +48.0% | -54.6% | -16.5% |
| 6M | +0.9% | +64.7% | -63.9% | -13.5% |
| YTD | +31.1% | +39.5% | -8.4% | +17.3% |
| 1Y | +27.7% | +74.2% | -46.5% | +6.2% |
| 3Y | +71.2% | +39.4% | +31.9% | +44.2% |
| 5Y | +177.6% | -36.9% | +214.5% | +201.9% |
| All | +120.2% | +256.1% | -135.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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