+91.7%
BKNG vs COP
+189.3%
-97.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -10.7% | +1.0% | -11.6% | -10.8% |
| 30D | -18.1% | +9.6% | -27.7% | -19.2% |
| 3M | +8.5% | +15.0% | -6.5% | +6.0% |
| 6M | -0.1% | +21.8% | -21.8% | -4.1% |
| YTD | -18.2% | +49.6% | -67.8% | -25.2% |
| 1Y | -19.9% | +49.9% | -69.7% | -26.9% |
| 3Y | +41.6% | +22.6% | +19.0% | +32.9% |
| All | +91.7% | +189.3% | -97.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling