+1.8%
BKNG vs CFG
+22.9%
-21.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.3% |
| 7D | -7.9% | +2.7% | -10.5% | -8.7% |
| 30D | -15.9% | -3.7% | -12.2% | -14.9% |
| 3M | +11.1% | +9.5% | +1.6% | +6.7% |
| All | +1.8% | +22.9% | -21.2% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling