+1,123.7%
CAT vs BKNG
+217.3%
+906.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +0.6% | -10.7% | +11.3% | +4.6% |
| 30D | -4.5% | -18.1% | +13.6% | +2.2% |
| 3M | -5.8% | +8.5% | -14.3% | -10.6% |
| 6M | +12.7% | -0.1% | +12.8% | +9.6% |
| YTD | +41.4% | -18.2% | +59.6% | +47.7% |
| 1Y | +92.1% | -19.9% | +111.9% | +101.3% |
| 3Y | +197.5% | +41.6% | +155.8% | +140.3% |
| 5Y | +327.9% | +93.1% | +234.8% | +189.1% |
| All | +1,123.7% | +217.3% | +906.4% | +541.6% |
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