+825.7%
BKNG vs CNP
+557.9%
+267.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.9% | -6.9% |
| 7D | -7.9% | +1.6% | -9.5% | -8.2% |
| 30D | -15.9% | -0.8% | -15.1% | -15.8% |
| 3M | +11.1% | -3.6% | +14.7% | +11.8% |
| 6M | -0.7% | -6.9% | +6.3% | +0.5% |
| YTD | -15.4% | +6.4% | -21.9% | -16.9% |
| 1Y | -18.5% | +9.9% | -28.5% | -20.6% |
| 3Y | +46.5% | +53.1% | -6.6% | +32.5% |
| 5Y | +98.8% | +72.0% | +26.8% | +75.0% |
| 10Y | +218.4% | +131.5% | +86.9% | +159.3% |
| All | +825.7% | +557.9% | +267.8% | +636.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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