-13.6%
BKNG vs CLF
+12.5%
-26.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -9.2% | +19.0% | +9.9% |
| 7D | +15.6% | -7.9% | +23.5% | +15.6% |
| 30D | +8.0% | +5.2% | +2.7% | +7.3% |
| 3M | -11.8% | +4.3% | -16.1% | -12.4% |
| 6M | +3.8% | +25.3% | -21.5% | +1.0% |
| YTD | -19.6% | -3.3% | -16.3% | -19.0% |
| 1Y | -13.6% | +20.2% | -33.8% | -17.5% |
| All | -13.6% | +12.5% | -26.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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