+93.1%
BKNG vs CNH
+8.8%
+84.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.4% |
| 7D | -10.7% | -2.5% | -8.2% | -10.0% |
| 30D | -18.1% | +27.0% | -45.1% | -24.1% |
| 3M | +8.5% | +32.6% | -24.1% | -1.2% |
| 6M | -0.1% | +23.6% | -23.6% | -7.9% |
| YTD | -18.2% | +47.8% | -66.1% | -30.0% |
| 1Y | -19.9% | +21.3% | -41.1% | -26.6% |
| 3Y | +41.6% | +7.0% | +34.6% | +31.9% |
| 5Y | +93.1% | +10.2% | +82.9% | +69.5% |
| All | +93.1% | +8.8% | +84.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling