+825.7%
BKNG vs CPB
+19.1%
+806.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.5% | -7.0% |
| 7D | -7.9% | -8.2% | +0.4% | -6.5% |
| 30D | -15.9% | -5.6% | -10.3% | -15.1% |
| 3M | +11.1% | +3.0% | +8.1% | +10.5% |
| 6M | -0.7% | -12.7% | +12.0% | +1.5% |
| YTD | -15.4% | -18.0% | +2.6% | -12.8% |
| 1Y | -18.5% | -31.7% | +13.2% | -13.4% |
| 3Y | +46.5% | -41.0% | +87.4% | +57.6% |
| 5Y | +98.8% | -38.4% | +137.2% | +109.4% |
| 10Y | +218.4% | -45.0% | +263.3% | +229.5% |
| All | +825.7% | +19.1% | +806.7% | +750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling