+91.7%
BKNG vs CB
+99.1%
-7.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -2.8% | -7.9% | -9.6% |
| 30D | -18.1% | -2.4% | -15.7% | -17.3% |
| 3M | +8.5% | +2.8% | +5.8% | +7.2% |
| 6M | -0.1% | +4.8% | -4.8% | -2.2% |
| YTD | -18.2% | +9.2% | -27.4% | -21.6% |
| 1Y | -19.9% | +22.8% | -42.7% | -27.3% |
| 3Y | +41.6% | +71.1% | -29.5% | +3.9% |
| All | +91.7% | +99.1% | -7.4% | +26.6% |
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