+39.8%
BKNG vs CHD
+0.5%
+39.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -10.7% | -4.7% | -5.9% | -9.9% |
| 30D | -18.1% | -8.3% | -9.8% | -17.0% |
| 3M | +8.5% | -4.0% | +12.6% | +9.4% |
| 6M | -0.1% | -6.5% | +6.5% | +0.6% |
| YTD | -18.2% | +13.1% | -31.3% | -18.8% |
| 1Y | -19.9% | +2.3% | -22.2% | -19.7% |
| All | +39.8% | +0.5% | +39.4% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling