+209.9%
BKNG vs CF
+606.5%
-396.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | -10.7% | -2.0% | -8.7% | -10.3% |
| 30D | -18.1% | +15.3% | -33.4% | -20.9% |
| 3M | +8.5% | +24.3% | -15.8% | +2.5% |
| 6M | -0.1% | +23.9% | -24.0% | -7.6% |
| YTD | -18.2% | +77.3% | -95.5% | -31.7% |
| 1Y | -19.9% | +58.7% | -78.6% | -31.2% |
| 3Y | +41.6% | +72.8% | -31.2% | +15.5% |
| 5Y | +93.1% | +228.8% | -135.6% | +16.7% |
| All | +209.9% | +606.5% | -396.6% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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