+790.5%
BKNG vs CLX
+223.7%
+566.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.4% |
| 7D | -13.1% | -4.9% | -8.2% | -12.3% |
| 30D | -18.5% | -15.8% | -2.7% | -16.1% |
| 3M | +5.8% | -7.9% | +13.7% | +7.3% |
| 6M | -2.1% | -19.0% | +16.9% | +1.3% |
| YTD | -18.6% | -7.9% | -10.7% | -17.8% |
| 1Y | -21.7% | -25.4% | +3.7% | -18.1% |
| 3Y | +40.9% | -35.0% | +75.9% | +49.6% |
| 5Y | +91.0% | -36.8% | +127.7% | +101.0% |
| 10Y | +213.2% | -1.4% | +214.6% | +185.6% |
| All | +790.5% | +223.7% | +566.8% | +629.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling