+795.1%
BKNG vs CLF
+299.0%
+496.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -9.8% | -3.5% | -6.3% | -9.2% |
| 30D | -17.9% | -1.6% | -16.3% | -17.8% |
| 3M | +6.6% | -12.0% | +18.6% | +7.9% |
| 6M | +1.1% | +30.0% | -28.9% | -5.5% |
| YTD | -18.2% | -9.2% | -9.0% | -19.2% |
| 1Y | -20.2% | +2.3% | -22.5% | -24.2% |
| 3Y | +39.9% | -14.4% | +54.3% | +29.3% |
| 5Y | +93.1% | -48.3% | +141.5% | +88.2% |
| 10Y | +214.8% | +127.0% | +87.8% | +98.8% |
| All | +795.1% | +299.0% | +496.1% | +140.9% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling