+42.2%
BKNG vs CART
+11.0%
+31.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.4% |
| 7D | -13.1% | -9.5% | -3.6% | -11.9% |
| 30D | -18.5% | -7.8% | -10.8% | -17.6% |
| 3M | +5.8% | +10.4% | -4.7% | +4.5% |
| 6M | -2.1% | +20.1% | -22.2% | -4.6% |
| YTD | -18.6% | +3.7% | -22.3% | -19.5% |
| 1Y | -21.7% | +2.6% | -24.2% | -22.6% |
| All | +42.2% | +11.0% | +31.2% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling