+98.8%
BKNG vs CF
+222.3%
-123.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.5% | -6.8% |
| 7D | -7.9% | -0.9% | -6.9% | -7.8% |
| 30D | -15.9% | +18.1% | -34.0% | -16.8% |
| 3M | +11.1% | +23.4% | -12.3% | +9.3% |
| 6M | -0.7% | +17.1% | -17.8% | -2.7% |
| YTD | -15.4% | +76.2% | -91.7% | -21.3% |
| 1Y | -18.5% | +62.3% | -80.8% | -23.4% |
| 3Y | +46.5% | +71.8% | -25.4% | +34.9% |
| 5Y | +98.8% | +234.6% | -135.8% | +47.0% |
| All | +98.8% | +222.3% | -123.5% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling