+209.9%
BKNG vs CCI
+20.8%
+189.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.0% |
| 7D | -10.7% | -4.4% | -6.3% | -9.6% |
| 30D | -18.1% | +0.3% | -18.4% | -18.2% |
| 3M | +8.5% | -20.0% | +28.5% | +14.6% |
| 6M | -0.1% | -14.5% | +14.5% | +3.4% |
| YTD | -18.2% | -14.9% | -3.4% | -15.6% |
| 1Y | -19.9% | -17.7% | -2.2% | -16.7% |
| 3Y | +41.6% | -12.4% | +54.0% | +39.9% |
| 5Y | +93.1% | -50.1% | +143.2% | +129.4% |
| All | +209.9% | +20.8% | +189.1% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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