+6,907.7%
CAT vs BKNG
+993.0%
+5,914.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.9% |
| 7D | +1.7% | -6.0% | +7.7% | +2.6% |
| 30D | -6.6% | -6.6% | +0.1% | -5.8% |
| 3M | -13.3% | +15.7% | -29.0% | -15.5% |
| 6M | +11.6% | +14.1% | -2.5% | +8.6% |
| YTD | +42.9% | -9.3% | +52.3% | +43.4% |
| 1Y | +95.4% | -12.8% | +108.2% | +96.8% |
| 3Y | +196.6% | +58.4% | +138.2% | +174.0% |
| 5Y | +321.7% | +114.1% | +207.5% | +270.6% |
| 10Y | +1,140.8% | +246.8% | +894.0% | +920.1% |
| All | +6,907.7% | +993.0% | +5,914.7% | +3,766.9% |
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