+91.7%
BKNG vs CLBK
+43.6%
+48.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -10.7% | -1.4% | -9.3% | -10.4% |
| 30D | -18.1% | +4.5% | -22.6% | -18.8% |
| 3M | +8.5% | +22.8% | -14.3% | +4.1% |
| 6M | -0.1% | +43.4% | -43.5% | -7.2% |
| YTD | -18.2% | +64.1% | -82.3% | -26.1% |
| 1Y | -19.9% | +67.6% | -87.4% | -28.0% |
| 3Y | +41.6% | +53.3% | -11.7% | +26.9% |
| All | +91.7% | +43.6% | +48.1% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling