+1.8%
BKNG vs CAPR
-70.6%
+72.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.1% | -6.8% |
| 7D | -7.9% | -9.5% | +1.6% | -8.1% |
| 30D | -15.9% | +121.5% | -137.4% | -13.5% |
| 3M | +11.1% | -65.4% | +76.5% | +7.7% |
| All | +1.8% | -70.6% | +72.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 6mo: compounded portfolio wealth divided by compounded CAPR 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…
6mo analysis · Full analysis span regression · 6 months rolling