+173.2%
BKR vs CRL
-38.3%
+211.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.7% | -6.4% |
| 7D | -6.7% | -6.9% | +0.3% | -5.7% |
| 30D | -8.3% | -3.2% | -5.2% | -7.9% |
| 3M | -5.4% | +46.5% | -51.9% | -11.2% |
| 6M | +0.8% | +63.1% | -62.3% | -7.7% |
| YTD | +31.8% | +36.9% | -5.0% | +24.2% |
| 1Y | +28.6% | +78.1% | -49.5% | +15.0% |
| 3Y | +71.2% | +36.7% | +34.5% | +55.9% |
| All | +173.2% | -38.3% | +211.5% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling