-13.6%
BKNG vs COST
+12.8%
-26.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.7% | +7.2% | +9.2% |
| 7D | +15.6% | +6.6% | +8.9% | +14.1% |
| 30D | +8.0% | +13.5% | -5.5% | +5.7% |
| 3M | -11.8% | +10.6% | -22.3% | -13.5% |
| 6M | +3.8% | +3.6% | +0.1% | +0.9% |
| YTD | -19.6% | +22.1% | -41.7% | -22.0% |
| 1Y | -13.6% | +11.9% | -25.5% | -13.0% |
| All | -13.6% | +12.8% | -26.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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