+9.7%
BKR vs CSGP
-53.2%
+62.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.0% | -9.6% | -5.3% |
| 7D | -8.8% | +18.3% | -27.1% | -8.2% |
| 30D | -13.1% | +17.8% | -30.9% | -12.4% |
| 3M | -18.9% | +9.3% | -28.2% | -18.5% |
| 6M | -27.2% | -7.9% | -19.3% | -27.5% |
| YTD | +10.7% | -51.5% | +62.2% | +13.0% |
| 1Y | +9.7% | -53.3% | +63.0% | +12.4% |
| All | +9.7% | -53.2% | +62.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling