+209.9%
BKNG vs COR
+405.5%
-195.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | -10.7% | -4.8% | -5.8% | -9.5% |
| 30D | -18.1% | -3.7% | -14.4% | -17.3% |
| 3M | +8.5% | +14.3% | -5.8% | +4.8% |
| 6M | -0.1% | -8.5% | +8.4% | +1.5% |
| YTD | -18.2% | -4.4% | -13.8% | -18.3% |
| 1Y | -19.9% | +9.1% | -29.0% | -23.1% |
| 3Y | +41.6% | +85.2% | -43.6% | +13.6% |
| 5Y | +93.1% | +180.7% | -87.5% | +34.3% |
| All | +209.9% | +405.5% | -195.6% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling