+91.7%
BKNG vs CPAY
+55.4%
+36.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -10.7% | -2.7% | -8.0% | -9.6% |
| 30D | -18.1% | +0.6% | -18.7% | -18.3% |
| 3M | +8.5% | +17.0% | -8.5% | +1.4% |
| 6M | -0.1% | +24.1% | -24.2% | -9.6% |
| YTD | -18.2% | +35.7% | -54.0% | -29.9% |
| 1Y | -19.9% | +34.0% | -53.9% | -31.2% |
| 3Y | +41.6% | +50.3% | -8.7% | +9.1% |
| All | +91.7% | +55.4% | +36.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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