+45,174.6%
BKNG vs CME
+7,292.0%
+37,882.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.3% |
| 7D | -13.1% | -1.1% | -12.0% | -12.7% |
| 30D | -18.5% | +4.2% | -22.7% | -19.9% |
| 3M | +5.8% | +7.3% | -1.6% | +2.4% |
| 6M | -2.1% | -11.4% | +9.3% | +1.4% |
| YTD | -18.6% | +3.5% | -22.2% | -21.0% |
| 1Y | -21.7% | +8.6% | -30.3% | -25.4% |
| 3Y | +40.9% | +51.6% | -10.7% | +15.5% |
| 5Y | +91.0% | +75.3% | +15.7% | +46.6% |
| 10Y | +213.2% | +278.8% | -65.7% | +73.8% |
| All | +45,174.6% | +7,292.0% | +37,882.6% | +7,098.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling