+209.9%
BKNG vs CAG
-35.7%
+245.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | -10.7% | -5.9% | -4.8% | -9.9% |
| 30D | -18.1% | -1.5% | -16.6% | -17.9% |
| 3M | +8.5% | +11.5% | -2.9% | +7.0% |
| 6M | -0.1% | -15.7% | +15.6% | +2.0% |
| YTD | -18.2% | -10.2% | -8.0% | -17.4% |
| 1Y | -19.9% | -18.1% | -1.8% | -18.2% |
| 3Y | +41.6% | -39.4% | +81.0% | +49.4% |
| 5Y | +93.1% | -42.6% | +135.7% | +104.7% |
| All | +209.9% | -35.7% | +245.6% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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