-13.6%
BKNG vs CME
+19.8%
-33.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.4% | +9.9% |
| 7D | +15.6% | +4.8% | +10.7% | +16.1% |
| 30D | +8.0% | +14.2% | -6.2% | +9.9% |
| 3M | -11.8% | +17.9% | -29.7% | -9.6% |
| 6M | +3.8% | +7.2% | -3.5% | +3.3% |
| YTD | -19.6% | +16.7% | -36.3% | -19.3% |
| 1Y | -13.6% | +19.6% | -33.1% | -14.0% |
| All | -13.6% | +19.8% | -33.4% | -14.0% |
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