-12.8%
BKNG vs CFG
+40.4%
-53.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -6.0% | +1.5% | -7.5% | -6.5% |
| 30D | -6.6% | -3.8% | -2.8% | -5.4% |
| 3M | +15.7% | +11.5% | +4.2% | +10.7% |
| 6M | +14.1% | +19.2% | -5.0% | +6.0% |
| YTD | -9.3% | +23.7% | -33.0% | -17.2% |
| 1Y | -12.8% | +38.8% | -51.6% | -24.7% |
| All | -12.8% | +40.4% | -53.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling