-13.3%
BKNG vs CARR
-5.4%
-7.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.0% |
| 7D | +12.2% | -4.2% | +16.4% | +12.5% |
| 30D | +7.0% | -4.7% | +11.8% | +7.4% |
| 3M | -18.3% | -18.3% | 0.0% | -17.6% |
| 6M | +1.1% | -16.4% | +17.6% | +1.6% |
| YTD | -20.7% | +2.3% | -23.0% | -24.6% |
| 1Y | -13.3% | -4.9% | -8.4% | -15.3% |
| All | -13.3% | -5.4% | -7.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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