+795.1%
BKNG vs COST
+2,894.0%
-2,098.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -2.5% | -8.2% | -9.4% |
| 30D | -18.1% | -4.4% | -13.7% | -16.1% |
| 3M | +8.5% | -8.1% | +16.6% | +13.4% |
| 6M | -0.1% | -9.2% | +9.2% | +4.7% |
| YTD | -18.2% | +5.1% | -23.3% | -21.2% |
| 1Y | -19.9% | -5.1% | -14.8% | -18.7% |
| 3Y | +41.6% | +70.4% | -28.7% | +3.7% |
| 5Y | +93.1% | +104.7% | -11.6% | +24.8% |
| 10Y | +214.8% | +608.8% | -394.0% | -1.2% |
| All | +795.1% | +2,894.0% | -2,098.9% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling