+324.5%
BKR vs CRL
+1,327.4%
-1,003.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -1.5% | -4.6% | +3.1% | -0.3% |
| 30D | -0.7% | +0.5% | -1.2% | -0.9% |
| 3M | +0.5% | +46.6% | -46.1% | -10.7% |
| 6M | +6.6% | +57.3% | -50.6% | -8.3% |
| YTD | +41.3% | +39.5% | +1.7% | +25.1% |
| 1Y | +42.2% | +76.9% | -34.7% | +16.4% |
| 3Y | +83.4% | +39.4% | +44.1% | +52.6% |
| 5Y | +203.6% | -37.2% | +240.8% | +209.5% |
| 10Y | +139.9% | +253.4% | -113.5% | +36.2% |
| All | +324.5% | +1,327.4% | -1,003.0% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling