+69.8%
BKNG vs CLF
-42.8%
+112.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.6% |
| 7D | -0.7% | +10.4% | -11.1% | -1.9% |
| 30D | -0.7% | +0.6% | -1.2% | -1.5% |
| 3M | -25.0% | +4.1% | -29.1% | -26.3% |
| 6M | +3.4% | +15.1% | -11.7% | -0.6% |
| YTD | -25.0% | -4.7% | -20.2% | -26.6% |
| 1Y | -20.7% | +20.4% | -41.0% | -25.3% |
| 3Y | +30.9% | -23.4% | +54.3% | +25.0% |
| All | +69.8% | -42.8% | +112.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling