+892.4%
BKNG vs CL
+584.6%
+307.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.5% |
| 7D | -6.0% | -2.2% | -3.8% | -5.4% |
| 30D | -6.6% | -4.8% | -1.8% | -5.3% |
| 3M | +15.7% | +4.9% | +10.8% | +14.2% |
| 6M | +14.1% | -5.7% | +19.9% | +15.9% |
| YTD | -9.3% | +14.4% | -23.7% | -13.0% |
| 1Y | -12.8% | +8.7% | -21.5% | -15.3% |
| 3Y | +58.4% | +30.0% | +28.5% | +44.4% |
| 5Y | +114.1% | +28.4% | +85.8% | +94.9% |
| 10Y | +246.8% | +50.1% | +196.7% | +197.7% |
| All | +892.4% | +584.6% | +307.8% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling