+3,458.4%
CLS vs BKR
+317.9%
+3,140.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +20.1% | -1.5% | +21.6% | +20.6% |
| 30D | +6.0% | -0.7% | +6.7% | +6.1% |
| 3M | -10.3% | +0.5% | -10.8% | -10.8% |
| 6M | +24.5% | +6.6% | +17.9% | +21.6% |
| YTD | +12.9% | +41.3% | -28.4% | +0.2% |
| 1Y | +36.7% | +42.2% | -5.5% | +21.2% |
| 3Y | +1,328.1% | +83.4% | +1,244.6% | +1,074.0% |
| 5Y | +3,682.3% | +203.6% | +3,478.7% | +2,486.5% |
| 10Y | +3,038.3% | +139.9% | +2,898.4% | +2,012.9% |
| All | +3,458.4% | +317.9% | +3,140.5% | +1,729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling