-12.8%
BKNG vs CMG
-11.4%
-1.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -6.0% | -2.8% | -3.2% | -5.5% |
| 30D | -6.6% | +7.1% | -13.8% | -7.9% |
| 3M | +15.7% | +31.2% | -15.5% | +7.3% |
| 6M | +14.1% | +0.7% | +13.5% | +12.3% |
| YTD | -9.3% | -0.1% | -9.2% | -10.7% |
| 1Y | -12.8% | -10.7% | -2.0% | -14.1% |
| All | -12.8% | -11.4% | -1.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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