+8,961.5%
BKNG vs CAPR
-99.1%
+9,060.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.1% | -6.7% |
| 7D | -7.9% | -9.5% | +1.6% | -7.8% |
| 30D | -15.9% | +121.5% | -137.4% | -16.6% |
| 3M | +11.1% | -65.4% | +76.5% | +11.4% |
| 6M | -0.7% | -67.5% | +66.8% | -0.4% |
| YTD | -15.4% | -68.6% | +53.2% | -15.2% |
| 1Y | -18.5% | +42.7% | -61.2% | -21.4% |
| 3Y | +46.5% | +43.4% | +3.1% | +38.9% |
| 5Y | +98.8% | +86.0% | +12.7% | +86.6% |
| 10Y | +218.4% | -77.4% | +295.8% | +189.9% |
| All | +8,961.5% | -99.1% | +9,060.6% | +8,157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling