+795.1%
BKNG vs CHD
+3,809.9%
-3,014.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -10.7% | -4.7% | -5.9% | -9.7% |
| 30D | -18.1% | -8.3% | -9.8% | -16.5% |
| 3M | +8.5% | -4.0% | +12.6% | +9.7% |
| 6M | -0.1% | -6.5% | +6.5% | +1.5% |
| YTD | -18.2% | +13.1% | -31.3% | -20.5% |
| 1Y | -19.9% | +2.3% | -22.2% | -20.5% |
| 3Y | +41.6% | +1.8% | +39.8% | +39.3% |
| 5Y | +93.1% | +20.6% | +72.5% | +80.6% |
| 10Y | +214.8% | +125.6% | +89.2% | +144.7% |
| All | +795.1% | +3,809.9% | -3,014.8% | +407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling