+688.6%
CAT vs BKNG
+165.1%
+523.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +7.4% | -0.7% | +8.1% | +7.7% |
| 30D | -19.7% | -0.7% | -19.0% | -20.0% |
| 3M | -29.6% | -25.0% | -4.6% | -22.8% |
| 6M | -33.2% | +3.4% | -36.6% | -36.2% |
| YTD | +5.7% | -25.0% | +30.6% | +12.9% |
| 1Y | +9.3% | -20.7% | +30.0% | +13.9% |
| 3Y | +158.3% | +30.9% | +127.4% | +112.6% |
| 5Y | +211.6% | +66.6% | +145.0% | +121.9% |
| All | +688.6% | +165.1% | +523.5% | +337.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling