+795.1%
BKNG vs CDE
-48.3%
+843.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +0.8% |
| 7D | -10.7% | -6.1% | -4.6% | -10.2% |
| 30D | -18.1% | +9.5% | -27.6% | -18.8% |
| 3M | +8.5% | +32.0% | -23.5% | +5.9% |
| 6M | -0.1% | -12.8% | +12.7% | 0.0% |
| YTD | -18.2% | +14.2% | -32.4% | -20.3% |
| 1Y | -19.9% | +36.3% | -56.2% | -23.5% |
| 3Y | +41.6% | +821.4% | -779.8% | +12.5% |
| 5Y | +93.1% | +194.3% | -101.1% | +62.9% |
| 10Y | +214.8% | +53.2% | +161.6% | +157.4% |
| All | +795.1% | -48.3% | +843.4% | +664.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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