+793.0%
BKNG vs CAH
+1,066.0%
-273.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -10.0% | -5.1% | -4.9% | -8.5% |
| 30D | -18.1% | +0.2% | -18.2% | -18.1% |
| 3M | +6.3% | +6.3% | 0.0% | +4.2% |
| 6M | +0.8% | +9.4% | -8.5% | -2.4% |
| YTD | -18.4% | +15.0% | -33.4% | -22.8% |
| 1Y | -20.4% | +55.4% | -75.8% | -32.3% |
| 3Y | +39.5% | +173.8% | -134.3% | -3.5% |
| 5Y | +92.7% | +395.2% | -302.5% | +7.3% |
| 10Y | +214.1% | +293.2% | -79.2% | +76.2% |
| All | +793.0% | +1,066.0% | -273.0% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling