+88.4%
BKNG vs CPNG
-76.2%
+164.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.6% |
| 7D | -9.8% | -1.1% | -8.7% | -9.6% |
| 30D | -17.9% | -7.4% | -10.5% | -16.7% |
| 3M | +6.6% | -12.3% | +18.9% | +8.8% |
| 6M | +1.1% | -19.4% | +20.5% | +4.1% |
| YTD | -18.2% | -35.9% | +17.7% | -12.4% |
| 1Y | -20.2% | -53.4% | +33.2% | -9.4% |
| 3Y | +39.9% | -20.0% | +59.9% | +40.6% |
| 5Y | +93.1% | -49.6% | +142.7% | +90.3% |
| All | +88.4% | -76.2% | +164.6% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling