+69.8%
BKNG vs CB
+107.6%
-37.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -0.7% | +2.9% | -3.6% | -2.0% |
| 30D | -0.7% | +7.3% | -8.0% | -3.6% |
| 3M | -25.0% | +9.4% | -34.4% | -27.8% |
| 6M | +3.4% | +19.6% | -16.2% | -4.4% |
| YTD | -25.0% | +21.5% | -46.4% | -31.3% |
| 1Y | -20.7% | +28.0% | -48.7% | -29.2% |
| 3Y | +30.9% | +74.9% | -43.9% | -3.9% |
| All | +69.8% | +107.6% | -37.8% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling