+91.7%
BKNG vs CAPR
+68.0%
+23.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +0.5% |
| 7D | -10.7% | -10.6% | -0.1% | -10.6% |
| 30D | -18.1% | +111.2% | -129.3% | -18.3% |
| 3M | +8.5% | -67.2% | +75.8% | +8.7% |
| 6M | -0.1% | -75.1% | +75.1% | +0.2% |
| YTD | -18.2% | -71.2% | +53.0% | -18.1% |
| 1Y | -19.9% | +31.1% | -51.0% | -21.5% |
| 3Y | +41.6% | +31.3% | +10.3% | +28.4% |
| All | +91.7% | +68.0% | +23.7% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling