+719.7%
BKNG vs CSGP
+945.9%
-226.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.6% |
| 7D | +2.3% | -3.2% | +5.5% | +3.5% |
| 30D | -0.7% | +2.2% | -2.9% | -1.9% |
| 3M | -25.0% | -3.7% | -21.4% | -24.8% |
| 6M | -3.5% | -7.4% | +3.9% | -2.5% |
| YTD | -25.1% | -54.9% | +29.8% | -5.5% |
| 1Y | -19.0% | -54.9% | +35.9% | +2.1% |
| 3Y | +32.6% | -61.9% | +94.5% | +71.1% |
| 5Y | +58.6% | -63.1% | +121.7% | +101.9% |
| 10Y | +162.2% | +65.1% | +97.1% | +99.7% |
| All | +719.7% | +945.9% | -226.2% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling