+5,079.7%
CAT vs BKNG
+804.6%
+4,275.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +7.4% | -0.7% | +8.1% | +7.6% |
| 30D | -19.7% | -0.7% | -19.0% | -19.8% |
| 3M | -29.6% | -25.0% | -4.6% | -27.1% |
| 6M | -33.2% | +3.4% | -36.6% | -34.1% |
| YTD | +5.7% | -25.0% | +30.6% | +8.4% |
| 1Y | +9.3% | -20.7% | +30.0% | +11.3% |
| 3Y | +158.3% | +30.9% | +127.4% | +144.2% |
| 5Y | +211.6% | +66.6% | +145.0% | +182.6% |
| 10Y | +698.5% | +165.1% | +533.4% | +577.6% |
| All | +5,079.7% | +804.6% | +4,275.2% | +2,823.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling