+7.1%
CRM vs BKR
+42.5%
-35.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -2.0% |
| 7D | +1.3% | +1.7% | -0.5% | +1.4% |
| 30D | +34.3% | +3.3% | +31.0% | +34.7% |
| 3M | +37.7% | -3.6% | +41.3% | +37.1% |
| 6M | +34.9% | +5.0% | +29.9% | +35.3% |
| YTD | -1.6% | +40.9% | -42.6% | -2.2% |
| 1Y | +7.1% | +39.2% | -32.1% | +6.5% |
| All | +7.1% | +42.5% | -35.3% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling