-12.8%
BKNG vs C
+47.6%
-60.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.0% | +3.6% | -9.6% | -7.1% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | +15.7% | +2.4% | +13.3% | +14.2% |
| 6M | +14.1% | +24.9% | -10.8% | +4.6% |
| YTD | -9.3% | +19.8% | -29.1% | -16.1% |
| 1Y | -12.8% | +44.9% | -57.6% | -26.0% |
| All | -12.8% | +47.6% | -60.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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