-13.6%
BKNG vs CAH
+38.5%
-52.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.6% | +6.3% | +9.1% |
| 7D | +15.6% | +7.0% | +8.6% | +14.3% |
| 30D | +8.0% | +12.4% | -4.4% | +6.4% |
| 3M | -11.8% | +12.2% | -23.9% | -12.9% |
| 6M | +3.8% | +33.2% | -29.4% | +3.5% |
| YTD | -19.6% | +28.4% | -48.0% | -19.0% |
| 1Y | -13.6% | +35.0% | -48.6% | -13.1% |
| All | -13.6% | +38.5% | -52.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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