+209.9%
BKNG vs CME
+280.4%
-70.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -2.4% | -8.3% | -9.8% |
| 30D | -18.1% | +6.2% | -24.3% | -20.0% |
| 3M | +8.5% | +4.4% | +4.1% | +6.4% |
| 6M | -0.1% | -9.6% | +9.6% | +3.0% |
| YTD | -18.2% | +3.8% | -22.0% | -20.8% |
| 1Y | -19.9% | +9.5% | -29.4% | -24.2% |
| 3Y | +41.6% | +51.9% | -10.3% | +13.3% |
| 5Y | +93.1% | +78.7% | +14.4% | +41.2% |
| All | +209.9% | +280.4% | -70.5% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling