+39.1%
BKNG vs CL
+29.0%
+10.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -13.1% | -2.3% | -10.8% | -12.8% |
| 30D | -18.5% | -5.5% | -13.0% | -17.8% |
| 3M | +5.8% | +0.8% | +4.9% | +6.1% |
| 6M | -2.1% | -4.2% | +2.1% | -1.7% |
| YTD | -18.6% | +13.4% | -32.1% | -19.4% |
| 1Y | -21.7% | +7.1% | -28.7% | -22.0% |
| All | +39.1% | +29.0% | +10.1% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling