+108.6%
BKNG vs CLBK
+65.6%
+43.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -10.7% | -1.4% | -9.3% | -10.2% |
| 30D | -18.1% | +4.5% | -22.6% | -19.4% |
| 3M | +8.5% | +22.8% | -14.3% | +0.6% |
| 6M | -0.1% | +43.4% | -43.5% | -12.5% |
| YTD | -18.2% | +64.1% | -82.3% | -32.1% |
| 1Y | -19.9% | +67.6% | -87.4% | -34.2% |
| 3Y | +41.6% | +53.3% | -11.7% | +15.4% |
| 5Y | +93.1% | +44.8% | +48.3% | +47.2% |
| All | +108.6% | +65.6% | +43.0% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling