+39.9%
BKNG vs CARR
+1.4%
+38.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -9.8% | -3.8% | -6.0% | -9.0% |
| 30D | -17.9% | -8.9% | -9.0% | -16.1% |
| 3M | +6.6% | -17.3% | +23.9% | +10.8% |
| 6M | +1.1% | -1.4% | +2.5% | -0.8% |
| YTD | -18.2% | +10.0% | -28.2% | -22.9% |
| 1Y | -20.2% | -6.4% | -13.8% | -20.9% |
| 3Y | +39.9% | +1.5% | +38.3% | +30.6% |
| All | +39.9% | +1.4% | +38.5% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling