+177.0%
BKNG vs CSGP
+61.2%
+115.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -4.5% | -6.1% | +1.6% | -2.3% |
| 30D | +2.3% | +0.3% | +2.0% | +1.6% |
| 3M | -23.9% | -1.3% | -22.6% | -24.3% |
| 6M | +0.9% | -8.9% | +9.8% | +2.6% |
| YTD | -24.2% | -55.2% | +31.0% | -2.2% |
| 1Y | -21.4% | -56.4% | +35.0% | +2.2% |
| 3Y | +34.2% | -62.2% | +96.4% | +76.7% |
| 5Y | +68.3% | -63.7% | +131.9% | +118.4% |
| All | +177.0% | +61.2% | +115.8% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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