-11.2%
CRM vs BKNG
-14.5%
+3.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -3.7% | +12.2% | -15.8% | -7.6% |
| 30D | -1.1% | +7.0% | -8.2% | -3.6% |
| 3M | +15.5% | -18.3% | +33.8% | +24.0% |
| 6M | +19.5% | +1.1% | +18.3% | +17.4% |
| YTD | -15.5% | -20.7% | +5.2% | -7.9% |
| 1Y | -11.2% | -13.3% | +2.1% | -7.1% |
| All | -11.2% | -14.5% | +3.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 1y: compounded portfolio wealth divided by compounded BKNG 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…
1y analysis · Full analysis span regression · 6 months rolling