+91.7%
BKNG vs CME
+77.0%
+14.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -2.4% | -8.3% | -10.3% |
| 30D | -18.1% | +6.2% | -24.3% | -19.0% |
| 3M | +8.5% | +4.4% | +4.1% | +7.6% |
| 6M | -0.1% | -9.6% | +9.6% | +1.9% |
| YTD | -18.2% | +3.8% | -22.0% | -19.8% |
| 1Y | -19.9% | +9.5% | -29.4% | -22.7% |
| 3Y | +41.6% | +51.9% | -10.3% | +19.5% |
| All | +91.7% | +77.0% | +14.6% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling