-20.2%
BKNG vs CARR
-7.2%
-13.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | -10.7% | -4.1% | -6.5% | -10.5% |
| 30D | -18.1% | -11.0% | -7.1% | -17.7% |
| 3M | +8.5% | -16.4% | +24.9% | +9.2% |
| 6M | -0.1% | -2.4% | +2.3% | -1.9% |
| YTD | -18.2% | +8.4% | -26.7% | -21.8% |
| All | -20.2% | -7.2% | -13.0% | -27.2% |
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