+59.0%
BKNG vs CSGP
-62.7%
+121.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -6.0% | -4.1% | -1.9% | -5.1% |
| 30D | -6.6% | +2.3% | -8.9% | -7.3% |
| 3M | +15.7% | -8.2% | +23.9% | +17.2% |
| 6M | +14.1% | -35.1% | +49.2% | +24.2% |
| YTD | -9.3% | -54.0% | +44.7% | +4.6% |
| 1Y | -12.8% | -65.3% | +52.5% | +5.4% |
| All | +59.0% | -62.7% | +121.7% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling