+209.9%
BKNG vs CAH
+294.8%
-84.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -9.8% | -5.1% | -4.7% | -8.4% |
| 30D | -17.9% | +0.2% | -18.0% | -17.9% |
| 3M | +6.6% | +6.3% | +0.3% | +4.8% |
| 6M | +1.1% | +9.4% | -8.3% | -1.6% |
| YTD | -18.2% | +15.0% | -33.2% | -22.0% |
| 1Y | -20.2% | +55.4% | -75.6% | -30.8% |
| 3Y | +39.9% | +173.8% | -134.0% | 0.0% |
| 5Y | +93.1% | +395.2% | -302.1% | +11.6% |
| All | +209.9% | +294.8% | -84.9% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling