-13.6%
BKNG vs CLBK
+65.7%
-79.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.6% |
| 7D | +15.6% | +4.6% | +11.0% | +14.3% |
| 30D | +8.0% | -1.5% | +9.5% | +8.3% |
| 3M | -11.8% | +4.4% | -16.2% | -12.6% |
| 6M | +3.8% | +31.7% | -27.9% | -3.6% |
| YTD | -19.6% | +58.7% | -78.3% | -28.8% |
| 1Y | -13.6% | +64.9% | -78.5% | -25.0% |
| All | -13.6% | +65.7% | -79.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling