-21.7%
BKNG vs CSGP
-66.3%
+44.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.1% |
| 7D | -13.1% | -5.4% | -7.7% | -11.6% |
| 30D | -18.5% | -6.0% | -12.5% | -17.1% |
| 3M | +5.8% | -12.8% | +18.6% | +8.9% |
| 6M | -2.1% | -38.9% | +36.8% | +10.4% |
| YTD | -18.6% | -56.0% | +37.4% | -3.2% |
| 1Y | -21.7% | -66.4% | +44.8% | -4.9% |
| All | -21.7% | -66.3% | +44.7% | -4.9% |
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