+1,338.0%
CLS vs BKR
+68.5%
+1,269.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.1% | +6.9% |
| 7D | +10.9% | -7.0% | +17.9% | +15.5% |
| 30D | +2.1% | -8.1% | +10.2% | +6.8% |
| 3M | -10.2% | -6.6% | -3.6% | -7.6% |
| 6M | +30.4% | +0.9% | +29.5% | +28.3% |
| YTD | +17.2% | +31.1% | -13.9% | -3.5% |
| 1Y | +41.0% | +27.7% | +13.3% | +17.7% |
| 3Y | +1,338.0% | +71.2% | +1,266.7% | +1,061.2% |
| All | +1,338.0% | +68.5% | +1,269.5% | +1,061.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling