-12.8%
BKNG vs CI
-4.0%
-8.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -6.0% | +1.3% | -7.3% | -6.1% |
| 30D | -6.6% | +4.4% | -11.1% | -6.9% |
| 3M | +15.7% | +0.7% | +15.0% | +15.6% |
| 6M | +14.1% | +0.3% | +13.8% | +13.8% |
| YTD | -9.3% | +3.8% | -13.1% | -9.6% |
| 1Y | -12.8% | -5.5% | -7.3% | -13.1% |
| All | -12.8% | -4.0% | -8.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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