-12.8%
BKNG vs COP
+46.5%
-59.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -1.3% |
| 7D | -6.0% | +3.0% | -9.0% | -5.1% |
| 30D | -6.6% | +17.5% | -24.1% | -1.9% |
| 3M | +15.7% | +13.4% | +2.3% | +21.1% |
| 6M | +14.1% | +17.7% | -3.6% | +19.7% |
| YTD | -9.3% | +46.6% | -55.9% | -3.7% |
| 1Y | -12.8% | +44.6% | -57.4% | -7.6% |
| All | -12.8% | +46.5% | -59.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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