+892.4%
BKNG vs C
-16.8%
+909.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.0% | +3.6% | -9.6% | -7.2% |
| 30D | -6.6% | +0.1% | -6.7% | -6.8% |
| 3M | +15.7% | +2.4% | +13.3% | +14.2% |
| 6M | +14.1% | +24.9% | -10.8% | +5.1% |
| YTD | -9.3% | +19.8% | -29.1% | -15.6% |
| 1Y | -12.8% | +44.9% | -57.6% | -24.1% |
| 3Y | +58.4% | +263.0% | -204.5% | -1.0% |
| 5Y | +114.1% | +129.5% | -15.4% | +55.7% |
| 10Y | +246.8% | +291.6% | -44.8% | +104.6% |
| All | +892.4% | -16.8% | +909.3% | +695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling