+91.7%
BKNG vs CARR
+6.8%
+84.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -10.7% | -4.1% | -6.5% | -9.3% |
| 30D | -18.1% | -11.0% | -7.1% | -14.8% |
| 3M | +8.5% | -16.4% | +24.9% | +14.5% |
| 6M | -0.1% | -2.4% | +2.3% | -2.1% |
| YTD | -18.2% | +8.4% | -26.7% | -23.8% |
| 1Y | -19.9% | -8.0% | -11.9% | -20.2% |
| 3Y | +41.6% | +0.6% | +41.0% | +29.0% |
| All | +91.7% | +6.8% | +84.9% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling