+209.9%
BKNG vs CRL
+249.3%
-39.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -10.7% | -6.9% | -3.7% | -8.6% |
| 30D | -18.1% | -3.2% | -14.9% | -17.3% |
| 3M | +8.5% | +46.5% | -38.0% | -3.8% |
| 6M | -0.1% | +63.1% | -63.2% | -15.0% |
| YTD | -18.2% | +36.9% | -55.1% | -26.8% |
| 1Y | -19.9% | +78.1% | -98.0% | -34.3% |
| 3Y | +41.6% | +36.7% | +4.9% | +18.4% |
| 5Y | +93.1% | -38.1% | +131.2% | +110.6% |
| All | +209.9% | +249.3% | -39.4% | +67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling