+91.7%
BKNG vs CG
-1.0%
+92.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | -10.7% | -9.8% | -0.9% | -7.0% |
| 30D | -18.1% | -10.3% | -7.8% | -14.7% |
| 3M | +8.5% | -1.7% | +10.2% | +8.4% |
| 6M | -0.1% | -9.8% | +9.8% | +2.9% |
| YTD | -18.2% | -25.6% | +7.4% | -9.6% |
| 1Y | -19.9% | -32.5% | +12.7% | -8.3% |
| 3Y | +41.6% | +45.6% | -4.0% | +10.2% |
| All | +91.7% | -1.0% | +92.7% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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