+209.9%
BKNG vs CFG
+311.8%
-101.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -10.7% | -1.7% | -9.0% | -10.0% |
| 30D | -18.1% | -4.6% | -13.5% | -16.6% |
| 3M | +8.5% | +7.9% | +0.6% | +5.1% |
| 6M | -0.1% | +19.9% | -19.9% | -7.5% |
| YTD | -18.2% | +21.7% | -39.9% | -25.0% |
| 1Y | -19.9% | +38.4% | -58.3% | -30.4% |
| 3Y | +41.6% | +187.0% | -145.4% | -12.2% |
| 5Y | +93.1% | +99.5% | -6.4% | +36.4% |
| All | +209.9% | +311.8% | -101.9% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling