-9.4%
CRM vs BKR
+9.3%
-18.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +1.3% |
| 7D | -6.2% | -8.8% | +2.6% | -7.5% |
| 30D | -1.2% | -13.1% | +11.9% | -3.1% |
| 3M | +19.1% | -18.9% | +38.0% | +15.8% |
| 6M | +23.0% | -27.2% | +50.2% | +17.7% |
| YTD | -13.7% | +10.7% | -24.4% | -12.4% |
| All | -9.4% | +9.3% | -18.6% | -10.7% |
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