-12.8%
BKNG vs CNH
+29.2%
-42.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -5.0% | -1.1% |
| 7D | -6.0% | +23.3% | -29.3% | -7.0% |
| 30D | -6.6% | +33.5% | -40.1% | -8.0% |
| 3M | +15.7% | +32.7% | -17.0% | +13.6% |
| 6M | +14.1% | +22.2% | -8.0% | +11.1% |
| YTD | -9.3% | +57.7% | -67.0% | -14.5% |
| 1Y | -12.8% | +28.0% | -40.7% | -16.6% |
| All | -12.8% | +29.2% | -42.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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