-20.2%
BKNG vs CLS
+29.4%
-49.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.4% |
| 7D | -10.7% | +5.0% | -15.6% | -10.5% |
| 30D | -18.1% | +4.8% | -22.9% | -17.9% |
| 3M | +8.5% | -10.4% | +18.9% | +8.5% |
| 6M | -0.1% | +20.8% | -20.9% | +0.9% |
| YTD | -18.2% | +10.0% | -28.2% | -17.5% |
| All | -20.2% | +29.4% | -49.6% | -16.3% |
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