-12.8%
BKNG vs CLS
+47.9%
-60.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -0.9% |
| 7D | -6.0% | +4.6% | -10.6% | -5.8% |
| 30D | -6.6% | -13.9% | +7.3% | -6.8% |
| 3M | +15.7% | -26.6% | +42.3% | +15.2% |
| 6M | +14.1% | +15.4% | -1.3% | +15.3% |
| YTD | -9.3% | +5.7% | -15.0% | -8.6% |
| 1Y | -12.8% | +41.1% | -53.9% | -6.9% |
| All | -12.8% | +47.9% | -60.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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