-12.8%
BKNG vs CPB
-32.6%
+19.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.2% |
| 7D | -6.0% | -8.6% | +2.6% | -4.1% |
| 30D | -6.6% | -7.2% | +0.6% | -5.1% |
| 3M | +15.7% | +0.9% | +14.8% | +16.1% |
| 6M | +14.1% | -11.8% | +26.0% | +14.5% |
| YTD | -9.3% | -19.4% | +10.1% | -9.0% |
| 1Y | -12.8% | -30.4% | +17.6% | -13.1% |
| All | -12.8% | -32.6% | +19.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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