+209.2%
BKNG vs CB
+224.8%
-15.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -10.0% | -1.0% | -9.0% | -9.5% |
| 30D | -18.1% | -1.5% | -16.6% | -17.4% |
| 3M | +6.3% | +3.5% | +2.8% | +4.2% |
| 6M | +0.8% | +5.4% | -4.6% | -2.4% |
| YTD | -18.4% | +9.0% | -27.5% | -22.7% |
| 1Y | -20.4% | +20.3% | -40.7% | -28.7% |
| 3Y | +39.5% | +69.5% | -30.0% | 0.0% |
| 5Y | +92.7% | +100.7% | -8.1% | +23.5% |
| All | +209.2% | +224.8% | -15.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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