+825.7%
BKNG vs CI
+1,111.0%
-285.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -6.3% |
| 7D | -7.9% | -2.0% | -5.9% | -7.4% |
| 30D | -15.9% | -1.8% | -14.1% | -15.5% |
| 3M | +11.1% | -4.2% | +15.3% | +12.0% |
| 6M | -0.7% | +2.7% | -3.4% | -1.7% |
| YTD | -15.4% | +1.9% | -17.3% | -16.3% |
| 1Y | -18.5% | -6.3% | -12.3% | -18.4% |
| 3Y | +46.5% | +3.9% | +42.6% | +39.8% |
| 5Y | +98.8% | +41.9% | +56.9% | +73.8% |
| 10Y | +218.4% | +140.4% | +78.0% | +141.5% |
| All | +825.7% | +1,111.0% | -285.3% | +521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling