-13.6%
BKNG vs CHD
+30.9%
-44.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.7% |
| 7D | +15.6% | +6.9% | +8.6% | +12.6% |
| 30D | +8.0% | +17.1% | -9.1% | +2.1% |
| 3M | -11.8% | +9.1% | -20.9% | -14.8% |
| 6M | +3.8% | +21.4% | -17.6% | -0.7% |
| YTD | -19.6% | +34.9% | -54.5% | -23.7% |
| 1Y | -13.6% | +31.0% | -44.6% | -17.9% |
| All | -13.6% | +30.9% | -44.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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