+47.9%
BKNG vs CART
+14.3%
+33.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.0% | -0.7% | -5.9% |
| 7D | -7.9% | -4.1% | -3.8% | -7.3% |
| 30D | -15.9% | -4.3% | -11.6% | -15.4% |
| 3M | +11.1% | +13.1% | -2.0% | +9.4% |
| 6M | -0.7% | +26.0% | -26.7% | -3.8% |
| YTD | -15.4% | +6.7% | -22.1% | -16.6% |
| 1Y | -18.5% | +6.3% | -24.8% | -19.9% |
| All | +47.9% | +14.3% | +33.6% | +37.8% |
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