+46.5%
BKNG vs CF
+76.4%
-29.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.5% | -6.7% |
| 7D | -7.9% | -0.9% | -6.9% | -7.9% |
| 30D | -15.9% | +18.1% | -34.0% | -15.9% |
| 3M | +11.1% | +23.4% | -12.3% | +11.0% |
| 6M | -0.7% | +17.1% | -17.8% | -1.5% |
| YTD | -15.4% | +76.2% | -91.7% | -19.9% |
| 1Y | -18.5% | +62.3% | -80.8% | -22.1% |
| 3Y | +46.5% | +71.8% | -25.4% | +36.8% |
| All | +46.5% | +76.4% | -29.9% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling