+39.8%
BKNG vs CRS
+620.4%
-580.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | -10.7% | -4.1% | -6.5% | -10.2% |
| 30D | -18.1% | -16.6% | -1.5% | -16.4% |
| 3M | +8.5% | -14.3% | +22.8% | +9.9% |
| 6M | -0.1% | +11.6% | -11.6% | -2.7% |
| YTD | -18.2% | +42.6% | -60.8% | -23.6% |
| 1Y | -19.9% | +81.8% | -101.7% | -28.7% |
| All | +39.8% | +620.4% | -580.5% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling