+790.5%
BKNG vs COR
+5,868.4%
-5,077.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -13.1% | -3.9% | -9.2% | -12.4% |
| 30D | -18.5% | -0.3% | -18.2% | -18.5% |
| 3M | +5.8% | +15.9% | -10.1% | +2.6% |
| 6M | -2.1% | -10.3% | +8.1% | -0.5% |
| YTD | -18.6% | -3.7% | -14.9% | -18.8% |
| 1Y | -21.7% | +9.1% | -30.7% | -24.0% |
| 3Y | +40.9% | +86.6% | -45.7% | +20.6% |
| 5Y | +91.0% | +180.9% | -90.0% | +49.1% |
| 10Y | +213.2% | +407.4% | -194.3% | +111.8% |
| All | +790.5% | +5,868.4% | -5,077.9% | +381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling