+31.5%
BKNG vs CART
+135.4%
-103.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -6.3% | -0.6% | -5.7% | -6.2% |
| 30D | +1.1% | +23.1% | -22.0% | -2.1% |
| 3M | -24.6% | +19.2% | -43.8% | -26.6% |
| 6M | +2.0% | +45.7% | -43.7% | -3.4% |
| YTD | -24.7% | +30.9% | -55.5% | -28.1% |
| 1Y | -20.0% | +50.2% | -70.2% | -25.0% |
| All | +31.5% | +135.4% | -103.9% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling