+45.9%
CSCO vs BKNG
-13.7%
+59.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.8% | -9.2% | +0.7% |
| 7D | -6.1% | +15.6% | -21.6% | -5.9% |
| 30D | -8.2% | +8.0% | -16.1% | -8.0% |
| 3M | -14.6% | -11.8% | -2.8% | -14.4% |
| 6M | +12.7% | +3.8% | +8.9% | +11.9% |
| YTD | +37.0% | -19.6% | +56.6% | +37.9% |
| 1Y | +45.9% | -13.6% | +59.5% | +45.6% |
| All | +45.9% | -13.7% | +59.6% | +45.6% |
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 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