+179.2%
BKR vs CSGP
-67.2%
+246.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.6% |
| 7D | -6.7% | -6.9% | +0.3% | -5.7% |
| 30D | -8.3% | -5.2% | -3.1% | -7.8% |
| 3M | -5.4% | -13.8% | +8.5% | -3.7% |
| 6M | +0.8% | -36.3% | +37.2% | +7.6% |
| YTD | +31.8% | -56.1% | +88.0% | +50.0% |
| 1Y | +28.6% | -65.8% | +94.4% | +53.8% |
| 3Y | +71.2% | -64.3% | +135.5% | +100.6% |
| 5Y | +179.2% | -67.3% | +246.5% | +249.6% |
| All | +179.2% | -67.2% | +246.5% | +249.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling