+84.3%
BKR vs CSGP
-63.8%
+148.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | +0.4% | -5.1% | +5.5% | +1.1% |
| 30D | +3.9% | +0.3% | +3.5% | +3.6% |
| 3M | -1.1% | -9.1% | +8.1% | 0.0% |
| 6M | +7.6% | -37.3% | +44.9% | +16.4% |
| YTD | +41.9% | -54.9% | +96.8% | +64.9% |
| 1Y | +42.2% | -65.5% | +107.8% | +78.6% |
| 3Y | +84.3% | -63.3% | +147.5% | +123.5% |
| All | +84.3% | -63.8% | +148.1% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling