+71.2%
BKR vs CRS
+612.2%
-541.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | -7.0% | -6.8% | -0.2% | -5.6% |
| 30D | -8.1% | -16.1% | +8.0% | -4.6% |
| 3M | -6.6% | -21.2% | +14.6% | -2.2% |
| 6M | +0.9% | +8.7% | -7.8% | -3.0% |
| YTD | +31.1% | +41.0% | -9.9% | +17.5% |
| 1Y | +27.7% | +82.7% | -55.0% | +5.6% |
| 3Y | +71.2% | +604.8% | -533.6% | +1.3% |
| All | +71.2% | +612.2% | -541.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling