+88.0%
BKNG vs CPNG
-76.2%
+164.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.8% |
| 7D | -10.0% | -1.1% | -8.9% | -9.8% |
| 30D | -18.1% | -7.4% | -10.7% | -16.9% |
| 3M | +6.3% | -12.3% | +18.7% | +8.5% |
| 6M | +0.8% | -19.4% | +20.3% | +3.9% |
| YTD | -18.4% | -35.9% | +17.5% | -12.6% |
| 1Y | -20.4% | -53.4% | +33.0% | -9.6% |
| 3Y | +39.5% | -20.0% | +59.5% | +40.3% |
| 5Y | +92.7% | -49.6% | +142.2% | +89.9% |
| All | +88.0% | -76.2% | +164.2% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling