+39.8%
BKNG vs CPB
-43.2%
+83.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.9% |
| 7D | -10.7% | -5.4% | -5.3% | -10.2% |
| 30D | -18.1% | -7.8% | -10.3% | -17.5% |
| 3M | +8.5% | -6.9% | +15.5% | +9.1% |
| 6M | -0.1% | -12.2% | +12.1% | +0.3% |
| YTD | -18.2% | -21.1% | +2.8% | -18.0% |
| 1Y | -19.9% | -33.5% | +13.6% | -19.8% |
| All | +39.8% | -43.2% | +83.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling