+232.4%
CRM vs BKNG
+217.3%
+15.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -8.1% | -10.7% | +2.6% | -3.4% |
| 30D | +23.1% | -18.1% | +41.2% | +34.0% |
| 3M | +42.5% | +8.5% | +34.0% | +36.2% |
| 6M | +25.3% | -0.1% | +25.4% | +23.5% |
| YTD | -7.8% | -18.2% | +10.4% | -0.8% |
| 1Y | +1.0% | -19.9% | +20.9% | +9.3% |
| 3Y | +10.0% | +41.6% | -31.6% | -9.3% |
| 5Y | -3.9% | +93.1% | -97.0% | -33.1% |
| All | +232.4% | +217.3% | +15.1% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling