+39.8%
BKNG vs CI
+5.6%
+34.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -10.7% | -1.3% | -9.3% | -10.6% |
| 30D | -18.1% | +3.1% | -21.2% | -18.2% |
| 3M | +8.5% | -4.5% | +13.0% | +8.7% |
| 6M | -0.1% | +8.3% | -8.3% | -0.4% |
| YTD | -18.2% | +3.8% | -22.0% | -18.4% |
| 1Y | -19.9% | -5.0% | -14.8% | -19.8% |
| All | +39.8% | +5.6% | +34.3% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling