+93.1%
BKNG vs CLF
-49.9%
+143.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | -10.7% | -3.7% | -7.0% | -10.2% |
| 30D | -18.1% | -4.7% | -13.4% | -17.7% |
| 3M | +8.5% | -4.7% | +13.2% | +8.5% |
| 6M | -0.1% | +24.0% | -24.1% | -4.4% |
| YTD | -18.2% | -10.9% | -7.3% | -18.5% |
| 1Y | -19.9% | +4.0% | -23.9% | -23.3% |
| 3Y | +41.6% | -16.9% | +58.5% | +33.0% |
| 5Y | +93.1% | -49.3% | +142.4% | +91.3% |
| All | +93.1% | -49.9% | +143.0% | +91.3% |
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