+32.5%
BKNG vs CART
+39.2%
-6.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -4.5% | +1.2% | -5.7% | -4.6% |
| 30D | +2.3% | +17.8% | -15.4% | -0.1% |
| 3M | -23.9% | +20.7% | -44.6% | -25.9% |
| 6M | +0.9% | +49.7% | -48.8% | -4.5% |
| YTD | -24.2% | +30.0% | -54.2% | -27.4% |
| 1Y | -21.4% | +48.4% | -69.8% | -26.0% |
| 3Y | +34.2% | +132.0% | -97.8% | +19.9% |
| All | +32.5% | +39.2% | -6.7% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling