-13.6%
BKNG vs CEG
-33.0%
+19.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -6.7% | +16.5% | +9.7% |
| 7D | +15.6% | -4.8% | +20.4% | +15.4% |
| 30D | +8.0% | -8.2% | +16.2% | +7.7% |
| 3M | -11.8% | -7.9% | -3.9% | -12.1% |
| 6M | +3.8% | -23.2% | +27.0% | +4.3% |
| YTD | -19.6% | -30.1% | +10.5% | -18.8% |
| 1Y | -13.6% | -31.9% | +18.3% | -12.7% |
| All | -13.6% | -33.0% | +19.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling