+13,194.0%
BKNG vs CNC
+5,399.6%
+7,794.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -10.7% | -3.9% | -6.8% | -9.9% |
| 30D | -18.1% | +0.8% | -18.9% | -18.2% |
| 3M | +8.5% | +0.1% | +8.4% | +8.2% |
| 6M | -0.1% | +79.7% | -79.7% | -12.0% |
| YTD | -18.2% | +58.9% | -77.2% | -26.7% |
| 1Y | -19.9% | +109.1% | -129.0% | -32.7% |
| 3Y | +41.6% | 0.0% | +41.6% | +31.9% |
| 5Y | +93.1% | +9.5% | +83.6% | +73.6% |
| 10Y | +214.8% | +95.7% | +119.1% | +141.4% |
| All | +13,194.0% | +5,399.6% | +7,794.3% | +4,880.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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