+355.3%
BKNG vs CNH
+55.5%
+299.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.6% | -1.2% | -4.7% |
| 7D | -7.9% | +8.8% | -16.7% | -10.7% |
| 30D | -15.9% | +24.7% | -40.6% | -22.8% |
| 3M | +11.1% | +27.3% | -16.3% | +0.6% |
| 6M | -0.7% | +23.2% | -23.8% | -10.0% |
| YTD | -15.4% | +48.9% | -64.4% | -29.5% |
| 1Y | -18.5% | +19.4% | -37.9% | -26.3% |
| 3Y | +46.5% | +7.8% | +38.7% | +32.1% |
| 5Y | +98.8% | +8.7% | +90.0% | +74.3% |
| 10Y | +218.4% | +149.5% | +68.9% | +92.7% |
| All | +355.3% | +55.5% | +299.8% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling