+3,616.8%
CLS vs BKR
+174.4%
+3,442.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.2% | +0.5% |
| 7D | +5.0% | -6.7% | +11.6% | +8.2% |
| 30D | +4.8% | -8.3% | +13.1% | +8.6% |
| 3M | -10.4% | -5.4% | -5.0% | -8.8% |
| 6M | +20.8% | +0.8% | +20.0% | +19.7% |
| YTD | +10.0% | +31.8% | -21.8% | -4.3% |
| 1Y | +28.5% | +28.6% | 0.0% | +13.1% |
| 3Y | +1,292.2% | +71.2% | +1,221.0% | +1,015.0% |
| All | +3,616.8% | +174.4% | +3,442.4% | +2,234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling