+91.7%
BKNG vs CLX
-37.8%
+129.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -10.7% | -5.9% | -4.8% | -9.8% |
| 30D | -18.1% | -17.0% | -1.1% | -15.6% |
| 3M | +8.5% | -9.6% | +18.1% | +10.3% |
| 6M | -0.1% | -21.5% | +21.5% | +2.9% |
| YTD | -18.2% | -8.8% | -9.4% | -17.4% |
| 1Y | -19.9% | -24.7% | +4.8% | -17.3% |
| 3Y | +41.6% | -35.6% | +77.2% | +47.9% |
| All | +91.7% | -37.8% | +129.5% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling