-12.8%
BKNG vs CME
+8.4%
-21.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -1.0% |
| 7D | -6.0% | -1.6% | -4.4% | -6.2% |
| 30D | -6.6% | +6.2% | -12.9% | -5.9% |
| 3M | +15.7% | +10.4% | +5.3% | +17.0% |
| 6M | +14.1% | -9.5% | +23.7% | +12.1% |
| YTD | -9.3% | +6.0% | -15.4% | -11.6% |
| 1Y | -12.8% | +9.3% | -22.0% | -15.6% |
| All | -12.8% | +8.4% | -21.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling