+790.5%
BKNG vs CLS
+2,056.6%
-1,266.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.1% |
| 7D | -13.1% | +20.1% | -33.2% | -18.2% |
| 30D | -18.5% | +6.0% | -24.6% | -21.0% |
| 3M | +5.8% | -10.3% | +16.0% | +5.5% |
| 6M | -2.1% | +24.5% | -26.6% | -14.9% |
| YTD | -18.6% | +12.9% | -31.5% | -28.7% |
| 1Y | -21.7% | +36.7% | -58.3% | -37.9% |
| 3Y | +40.9% | +1,328.1% | -1,287.2% | -56.7% |
| 5Y | +91.0% | +3,682.3% | -3,591.3% | -59.6% |
| 10Y | +213.2% | +3,038.3% | -2,825.1% | -36.2% |
| All | +790.5% | +2,056.6% | -1,266.1% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling