+91.7%
BKNG vs CCI
-50.5%
+142.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | -10.7% | -4.4% | -6.3% | -10.0% |
| 30D | -18.1% | +0.3% | -18.4% | -18.1% |
| 3M | +8.5% | -20.0% | +28.5% | +12.0% |
| 6M | -0.1% | -14.5% | +14.5% | +2.0% |
| YTD | -18.2% | -14.9% | -3.4% | -16.7% |
| 1Y | -19.9% | -17.7% | -2.2% | -17.9% |
| 3Y | +41.6% | -12.4% | +54.0% | +39.0% |
| All | +91.7% | -50.5% | +142.2% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling