-13.6%
BKNG vs CART
+61.3%
-74.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.3% | +9.5% |
| 7D | +15.6% | +1.4% | +14.2% | +15.3% |
| 30D | +8.0% | +29.7% | -21.7% | +2.5% |
| 3M | -11.8% | +29.7% | -41.5% | -16.0% |
| 6M | +3.8% | +36.8% | -33.0% | -1.7% |
| YTD | -19.6% | +31.7% | -51.3% | -25.0% |
| 1Y | -13.6% | +62.4% | -76.0% | -20.7% |
| All | -13.6% | +61.3% | -74.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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