-13.6%
BKNG vs CLX
-6.5%
-7.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.7% | +4.1% | +7.6% |
| 7D | +15.6% | +14.2% | +1.4% | +10.3% |
| 30D | +8.0% | +22.7% | -14.7% | +0.7% |
| 3M | -11.8% | -2.8% | -9.0% | -11.7% |
| 6M | +3.8% | +17.7% | -13.9% | +0.4% |
| YTD | -19.6% | +3.3% | -23.0% | -24.5% |
| 1Y | -13.6% | -5.6% | -8.0% | -14.1% |
| All | -13.6% | -6.5% | -7.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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