+521.6%
CSCO vs BKNG
+919.5%
-397.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +1.3% |
| 7D | -0.5% | -7.9% | +7.3% | +1.0% |
| 30D | -10.1% | -15.9% | +5.8% | -7.2% |
| 3M | -11.7% | +11.1% | -22.8% | -14.1% |
| 6M | +40.1% | -0.7% | +40.8% | +38.9% |
| YTD | +43.8% | -15.4% | +59.2% | +46.6% |
| 1Y | +66.6% | -18.5% | +85.1% | +70.7% |
| 3Y | +108.5% | +46.5% | +62.1% | +89.0% |
| 5Y | +114.0% | +98.8% | +15.2% | +79.1% |
| 10Y | +366.8% | +218.4% | +148.4% | +249.5% |
| All | +521.6% | +919.5% | -397.9% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling