-0.8%
CRM vs BKR
+172.8%
-173.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -4.4% | -7.0% | +2.6% | -3.2% |
| 30D | +28.1% | -8.1% | +36.3% | +30.1% |
| 3M | +48.8% | -6.6% | +55.4% | +50.4% |
| 6M | +28.3% | +0.9% | +27.4% | +26.6% |
| YTD | -6.0% | +31.1% | -37.1% | -13.2% |
| 1Y | +1.4% | +27.7% | -26.3% | -6.0% |
| 3Y | +11.8% | +71.2% | -59.4% | -4.8% |
| All | -0.8% | +172.8% | -173.7% | -25.7% |
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 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