+162.2%
BKNG vs CSGP
+61.5%
+100.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.6% |
| 7D | +2.3% | -3.2% | +5.5% | +3.6% |
| 30D | -0.7% | +2.2% | -2.9% | -2.0% |
| 3M | -25.0% | -3.7% | -21.4% | -24.8% |
| 6M | -3.5% | -7.4% | +3.9% | -2.5% |
| YTD | -25.1% | -54.9% | +29.8% | -3.7% |
| 1Y | -19.0% | -54.9% | +35.9% | +4.0% |
| 3Y | +32.6% | -61.9% | +94.5% | +73.8% |
| 5Y | +58.6% | -63.1% | +121.7% | +104.3% |
| 10Y | +162.2% | +65.1% | +97.1% | +115.7% |
| All | +162.2% | +61.5% | +100.8% | +115.7% |
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