-13.6%
BKNG vs CRL
+85.3%
-98.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -7.3% | +17.1% | +11.5% |
| 7D | +15.6% | -12.8% | +28.3% | +19.1% |
| 30D | +8.0% | +5.0% | +3.0% | +5.0% |
| 3M | -11.8% | +39.4% | -51.1% | -22.0% |
| 6M | +3.8% | +89.4% | -85.6% | -17.0% |
| YTD | -19.6% | +63.6% | -83.2% | -31.0% |
| 1Y | -13.6% | +83.5% | -97.1% | -28.3% |
| All | -13.6% | +85.3% | -98.9% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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