+39.1%
BKNG vs CLF
-16.3%
+55.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.7% |
| 7D | -13.1% | -2.7% | -10.5% | -12.9% |
| 30D | -18.5% | -3.2% | -15.3% | -18.4% |
| 3M | +5.8% | -5.0% | +10.7% | +5.9% |
| 6M | -2.1% | +26.6% | -28.7% | -5.0% |
| YTD | -18.6% | -9.0% | -9.7% | -18.8% |
| 1Y | -21.7% | +11.8% | -33.5% | -24.4% |
| All | +39.1% | -16.3% | +55.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling