+1,665.0%
BKNG vs CRL
+1,327.4%
+337.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -3.0% | -3.6% |
| 7D | -13.1% | -4.6% | -8.5% | -11.9% |
| 30D | -18.5% | +0.5% | -19.0% | -18.7% |
| 3M | +5.8% | +46.6% | -40.9% | -5.7% |
| 6M | -2.1% | +57.3% | -59.4% | -15.2% |
| YTD | -18.6% | +39.5% | -58.2% | -27.2% |
| 1Y | -21.7% | +76.9% | -98.5% | -35.0% |
| 3Y | +40.9% | +39.4% | +1.5% | +18.1% |
| 5Y | +91.0% | -37.2% | +128.1% | +97.5% |
| 10Y | +213.2% | +253.4% | -40.2% | +86.1% |
| All | +1,665.0% | +1,327.4% | +337.5% | +816.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling