+325.5%
CAT vs BKNG
+92.3%
+233.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +0.6% | -10.7% | +11.3% | +3.6% |
| 30D | -4.5% | -18.1% | +13.6% | +0.4% |
| 3M | -5.8% | +8.5% | -14.3% | -9.8% |
| 6M | +12.7% | -0.1% | +12.8% | +10.1% |
| YTD | +41.4% | -18.2% | +59.6% | +47.2% |
| 1Y | +92.1% | -19.9% | +111.9% | +100.7% |
| 3Y | +197.5% | +41.6% | +155.8% | +147.5% |
| All | +325.5% | +92.3% | +233.2% | +197.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling