+166.2%
BKNG vs CIFR
+60.2%
+106.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.7% | +6.2% | +0.8% |
| 7D | -10.7% | -8.2% | -2.4% | -10.3% |
| 30D | -18.1% | -7.4% | -10.7% | -18.1% |
| 3M | +8.5% | -24.2% | +32.7% | +8.5% |
| 6M | -0.1% | +14.2% | -14.2% | -2.9% |
| YTD | -18.2% | +8.0% | -26.2% | -20.8% |
| 1Y | -19.9% | +55.5% | -75.4% | -25.3% |
| 3Y | +41.6% | +429.6% | -388.0% | +14.4% |
| 5Y | +93.1% | +20.8% | +72.4% | +47.7% |
| All | +166.2% | +60.2% | +106.0% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 10y: compounded portfolio wealth divided by compounded CIFR 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…
10y analysis · Full analysis span regression · 6 months rolling