+98.5%
BKNG vs CSGP
-65.8%
+164.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -6.2% |
| 7D | -7.9% | -5.1% | -2.7% | -6.4% |
| 30D | -15.9% | +0.3% | -16.2% | -16.2% |
| 3M | +11.1% | -9.1% | +20.2% | +13.6% |
| 6M | -0.7% | -37.3% | +36.6% | +13.0% |
| YTD | -15.4% | -54.9% | +39.5% | +5.1% |
| 1Y | -18.5% | -65.5% | +47.0% | +9.3% |
| 3Y | +46.5% | -63.3% | +109.7% | +86.8% |
| All | +98.5% | -65.8% | +164.3% | +143.6% |
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