+9.7%
CRM vs BKNG
+41.2%
-31.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -8.1% | -10.7% | +2.6% | -3.5% |
| 30D | +23.1% | -18.1% | +41.2% | +33.7% |
| 3M | +42.5% | +8.5% | +34.0% | +35.9% |
| 6M | +25.3% | -0.1% | +25.4% | +23.3% |
| YTD | -7.8% | -18.2% | +10.4% | -0.5% |
| 1Y | +1.0% | -19.9% | +20.9% | +9.7% |
| All | +9.7% | +41.2% | -31.5% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling