-19.0%
BKNG vs CSGP
-55.1%
+36.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.7% |
| 7D | +2.3% | -3.2% | +5.5% | +3.5% |
| 30D | -0.7% | +2.2% | -2.9% | -1.8% |
| 3M | -25.0% | -3.7% | -21.4% | -24.6% |
| 6M | -3.5% | -7.4% | +3.9% | -2.9% |
| YTD | -25.1% | -54.9% | +29.8% | -10.7% |
| 1Y | -19.0% | -54.9% | +35.9% | -3.9% |
| All | -19.0% | -55.1% | +36.1% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling