+11.1%
BKNG vs CME
+9.4%
+1.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.8% |
| 7D | -7.9% | -2.9% | -5.0% | -8.1% |
| 30D | -15.9% | +5.5% | -21.4% | -15.3% |
| 3M | +11.1% | +11.0% | +0.1% | +13.0% |
| All | +11.1% | +9.4% | +1.7% | +13.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling