+58.0%
BKNG vs CSGP
-62.4%
+120.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.1% |
| 7D | +6.3% | -1.8% | +8.2% | +7.0% |
| 30D | +2.0% | +5.3% | -3.3% | -0.1% |
| 3M | -23.6% | +3.3% | -26.9% | -25.0% |
| 6M | -1.0% | -4.7% | +3.7% | -0.9% |
| YTD | -23.1% | -53.5% | +30.4% | -5.4% |
| 1Y | -16.5% | -53.7% | +37.2% | +2.7% |
| 3Y | +39.0% | -59.7% | +98.7% | +71.5% |
| 5Y | +58.0% | -62.5% | +120.5% | +113.0% |
| All | +58.0% | -62.4% | +120.4% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling