+790.5%
BKNG vs COP
+1,701.3%
-910.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.2% |
| 7D | -13.1% | -0.5% | -12.6% | -13.0% |
| 30D | -18.5% | +11.7% | -30.2% | -21.7% |
| 3M | +5.8% | +17.7% | -11.9% | -1.0% |
| 6M | -2.1% | +18.3% | -20.4% | -9.4% |
| YTD | -18.6% | +49.1% | -67.7% | -31.1% |
| 1Y | -21.7% | +53.3% | -75.0% | -34.7% |
| 3Y | +40.9% | +22.2% | +18.7% | +24.1% |
| 5Y | +91.0% | +193.3% | -102.3% | +15.2% |
| 10Y | +213.2% | +340.2% | -127.1% | +43.4% |
| All | +790.5% | +1,701.3% | -910.9% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling