+359.9%
CSCO vs BKNG
+217.3%
+142.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -1.1% | -10.7% | +9.6% | +2.0% |
| 30D | -10.8% | -18.1% | +7.3% | -5.9% |
| 3M | -9.2% | +8.5% | -17.7% | -12.4% |
| 6M | +39.5% | -0.1% | +39.6% | +37.2% |
| YTD | +41.5% | -18.2% | +59.7% | +47.2% |
| 1Y | +61.0% | -19.9% | +80.8% | +67.8% |
| 3Y | +105.2% | +41.6% | +63.6% | +75.5% |
| 5Y | +113.4% | +93.1% | +20.3% | +58.0% |
| All | +359.9% | +217.3% | +142.6% | +169.1% |
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 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