+8.9%
CAT vs BKNG
-13.7%
+22.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.8% | -15.1% | -3.8% |
| 7D | -17.1% | +15.6% | -32.7% | -15.3% |
| 30D | -30.1% | +8.0% | -38.1% | -29.1% |
| 3M | -32.4% | -11.8% | -20.6% | -32.8% |
| 6M | -32.1% | +3.8% | -35.9% | -32.5% |
| YTD | +4.1% | -19.6% | +23.7% | +6.6% |
| 1Y | +8.9% | -13.6% | +22.5% | +9.9% |
| All | +8.9% | -13.7% | +22.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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