+490.6%
BKNG vs CG
+323.7%
+166.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -2.3% |
| 7D | -13.1% | -6.4% | -6.7% | -10.9% |
| 30D | -18.5% | -7.1% | -11.5% | -16.4% |
| 3M | +5.8% | -1.6% | +7.3% | +5.6% |
| 6M | -2.1% | -8.3% | +6.2% | +0.1% |
| YTD | -18.6% | -23.8% | +5.2% | -11.2% |
| 1Y | -21.7% | -28.7% | +7.1% | -12.8% |
| 3Y | +40.9% | +49.2% | -8.3% | +12.8% |
| 5Y | +91.0% | +5.5% | +85.5% | +68.7% |
| 10Y | +213.2% | +331.2% | -118.1% | +68.5% |
| All | +490.6% | +323.7% | +166.9% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling