+49.3%
BKR vs CSGP
+61.5%
-12.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.2% |
| 7D | -9.1% | -3.2% | -5.9% | -8.5% |
| 30D | -15.3% | +2.2% | -17.6% | -16.5% |
| 3M | -25.1% | -3.7% | -21.4% | -25.5% |
| 6M | -24.6% | -7.4% | -17.2% | -24.8% |
| YTD | +6.5% | -54.9% | +61.4% | +27.9% |
| 1Y | -0.6% | -54.9% | +54.3% | +19.2% |
| 3Y | +48.0% | -61.9% | +110.0% | +83.3% |
| 5Y | +122.0% | -63.1% | +185.1% | +172.9% |
| 10Y | +49.3% | +65.1% | -15.8% | +28.9% |
| All | +49.3% | +61.5% | -12.1% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling