+58.6%
BKNG vs CF
+116.3%
-57.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.7% |
| 7D | +2.3% | +4.8% | -2.4% | +2.1% |
| 30D | -0.7% | +9.7% | -10.4% | -1.1% |
| 3M | -25.0% | +1.2% | -26.3% | -25.1% |
| 6M | -3.5% | +7.4% | -10.9% | -4.2% |
| YTD | -25.1% | +60.5% | -85.6% | -29.6% |
| 1Y | -19.0% | +50.7% | -69.7% | -23.3% |
| 3Y | +32.6% | +64.8% | -32.2% | +22.8% |
| 5Y | +58.6% | +115.8% | -57.2% | +37.2% |
| All | +58.6% | +116.3% | -57.7% | +37.2% |
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