-14.6%
CLS vs BKR
+0.6%
-15.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +5.6% |
| 7D | +12.8% | +0.4% | +12.4% | +12.6% |
| 30D | +3.8% | +3.9% | 0.0% | +2.5% |
| 3M | -14.6% | -1.1% | -13.6% | -14.1% |
| All | -14.6% | +0.6% | -15.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3mo: compounded portfolio wealth divided by compounded BKR 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…
3mo analysis · Full analysis span regression · Available span rolling