+174.3%
BKNG vs CL
+88.0%
+86.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | -0.7% | +3.2% | -3.9% | -1.7% |
| 30D | -0.7% | +8.0% | -8.7% | -3.1% |
| 3M | -25.0% | +7.9% | -32.9% | -26.8% |
| 6M | +3.4% | +14.7% | -11.3% | -0.9% |
| YTD | -25.0% | +29.2% | -54.1% | -31.2% |
| 1Y | -20.7% | +29.5% | -50.2% | -27.4% |
| 3Y | +30.9% | +40.7% | -9.7% | +13.7% |
| 5Y | +66.6% | +43.9% | +22.7% | +42.1% |
| All | +174.3% | +88.0% | +86.2% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling