+17,860.6%
BKNG vs CF
+5,566.0%
+12,294.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.2% |
| 7D | -4.5% | +5.4% | -9.8% | -5.9% |
| 30D | +2.3% | +6.5% | -4.2% | +0.1% |
| 3M | -23.9% | +4.6% | -28.5% | -25.5% |
| 6M | +0.9% | -3.3% | +4.2% | +0.2% |
| YTD | -24.2% | +63.9% | -88.1% | -37.5% |
| 1Y | -21.4% | +50.4% | -71.9% | -33.6% |
| 3Y | +34.2% | +68.2% | -34.0% | +6.4% |
| 5Y | +68.3% | +113.8% | -45.6% | +15.8% |
| 10Y | +167.8% | +479.3% | -311.5% | +23.2% |
| All | +17,860.6% | +5,566.0% | +12,294.6% | +3,704.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling