+91.7%
BKNG vs CPNG
-51.3%
+142.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -10.7% | -5.4% | -5.2% | -9.6% |
| 30D | -18.1% | -11.1% | -7.0% | -16.1% |
| 3M | +8.5% | -3.0% | +11.5% | +8.5% |
| 6M | -0.1% | -23.5% | +23.5% | +4.3% |
| YTD | -18.2% | -37.8% | +19.6% | -11.3% |
| 1Y | -19.9% | -54.3% | +34.5% | -7.7% |
| 3Y | +41.6% | -20.8% | +62.4% | +42.4% |
| All | +91.7% | -51.3% | +142.9% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling