+209.9%
BKNG vs CRS
+1,409.1%
-1,199.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | -10.7% | -4.1% | -6.5% | -9.6% |
| 30D | -18.1% | -16.6% | -1.5% | -14.0% |
| 3M | +8.5% | -14.3% | +22.8% | +12.2% |
| 6M | -0.1% | +11.6% | -11.6% | -5.1% |
| YTD | -18.2% | +42.6% | -60.8% | -28.7% |
| 1Y | -19.9% | +81.8% | -101.7% | -36.3% |
| 3Y | +41.6% | +632.1% | -590.5% | -32.3% |
| 5Y | +93.1% | +1,401.6% | -1,308.5% | -31.3% |
| All | +209.9% | +1,409.1% | -1,199.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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