+209.9%
BKNG vs CAPR
-78.6%
+288.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +0.6% |
| 7D | -10.7% | -10.6% | -0.1% | -10.5% |
| 30D | -18.1% | +111.2% | -129.3% | -19.0% |
| 3M | +8.5% | -67.2% | +75.8% | +9.0% |
| 6M | -0.1% | -75.1% | +75.1% | +0.7% |
| YTD | -18.2% | -71.2% | +53.0% | -17.8% |
| 1Y | -19.9% | +31.1% | -51.0% | -23.9% |
| 3Y | +41.6% | +31.3% | +10.3% | +29.6% |
| 5Y | +93.1% | +69.4% | +23.7% | +73.0% |
| All | +209.9% | -78.6% | +288.5% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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