+5,760.6%
CRM vs BKR
+241.3%
+5,519.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -4.4% | -7.0% | +2.6% | -2.3% |
| 30D | +28.1% | -8.1% | +36.3% | +31.4% |
| 3M | +48.8% | -6.6% | +55.4% | +51.3% |
| 6M | +28.3% | +0.9% | +27.4% | +25.8% |
| YTD | -6.0% | +31.1% | -37.1% | -15.9% |
| 1Y | +1.4% | +27.7% | -26.3% | -8.8% |
| 3Y | +11.8% | +71.2% | -59.4% | -11.0% |
| 5Y | -2.0% | +177.6% | -179.7% | -36.7% |
| 10Y | +239.6% | +122.7% | +117.0% | +102.8% |
| All | +5,760.6% | +241.3% | +5,519.3% | +2,153.2% |
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