+892.4%
BKNG vs CSGP
+965.9%
-73.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.2% |
| 7D | -6.0% | -4.1% | -1.9% | -4.8% |
| 30D | -6.6% | +2.3% | -8.9% | -7.6% |
| 3M | +15.7% | -8.2% | +23.9% | +18.2% |
| 6M | +14.1% | -35.1% | +49.2% | +30.1% |
| YTD | -9.3% | -54.0% | +44.7% | +14.5% |
| 1Y | -12.8% | -65.3% | +52.5% | +20.1% |
| 3Y | +58.4% | -62.6% | +121.0% | +106.6% |
| 5Y | +114.1% | -64.8% | +179.0% | +177.9% |
| 10Y | +246.8% | +45.1% | +201.7% | +176.5% |
| All | +892.4% | +965.9% | -73.4% | +247.3% |
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