+91.7%
BKNG vs CLS
+3,591.5%
-3,499.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.9% |
| 7D | -10.7% | +5.0% | -15.6% | -11.4% |
| 30D | -18.1% | +4.8% | -22.9% | -19.2% |
| 3M | +8.5% | -10.4% | +18.9% | +8.6% |
| 6M | -0.1% | +20.8% | -20.9% | -7.2% |
| YTD | -18.2% | +10.0% | -28.2% | -23.7% |
| 1Y | -19.9% | +28.5% | -48.4% | -29.7% |
| 3Y | +41.6% | +1,292.2% | -1,250.6% | -48.8% |
| All | +91.7% | +3,591.5% | -3,499.8% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling