+93.1%
BKNG vs CP
+32.2%
+60.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -10.7% | -2.7% | -8.0% | -9.6% |
| 30D | -18.1% | -3.4% | -14.8% | -16.9% |
| 3M | +8.5% | -0.6% | +9.2% | +8.6% |
| 6M | -0.1% | +6.3% | -6.4% | -3.2% |
| YTD | -18.2% | +21.2% | -39.4% | -25.9% |
| 1Y | -19.9% | +20.0% | -39.9% | -27.2% |
| 3Y | +41.6% | +18.7% | +22.9% | +25.4% |
| 5Y | +93.1% | +34.8% | +58.4% | +54.4% |
| All | +93.1% | +32.2% | +60.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling