+892.4%
BKNG vs CB
+1,870.3%
-977.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | -6.0% | +0.5% | -6.5% | -6.2% |
| 30D | -6.6% | -3.1% | -3.5% | -5.4% |
| 3M | +15.7% | +9.0% | +6.7% | +11.3% |
| 6M | +14.1% | +2.9% | +11.3% | +12.4% |
| YTD | -9.3% | +10.1% | -19.4% | -13.5% |
| 1Y | -12.8% | +22.8% | -35.6% | -20.7% |
| 3Y | +58.4% | +73.8% | -15.4% | +22.3% |
| 5Y | +114.1% | +99.2% | +15.0% | +55.5% |
| 10Y | +246.8% | +218.2% | +28.6% | +103.5% |
| All | +892.4% | +1,870.3% | -977.9% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling