+209.9%
BKNG vs CMG
+326.7%
-116.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -3.8% | -6.8% | -9.6% |
| 30D | -18.1% | +12.9% | -31.0% | -21.0% |
| 3M | +8.5% | +18.8% | -10.2% | +2.1% |
| 6M | -0.1% | +4.1% | -4.1% | -2.3% |
| YTD | -18.2% | -2.4% | -15.9% | -18.7% |
| 1Y | -19.9% | -6.7% | -13.2% | -20.1% |
| 3Y | +41.6% | -7.1% | +48.7% | +38.5% |
| 5Y | +93.1% | -5.0% | +98.1% | +82.2% |
| All | +209.9% | +326.7% | -116.8% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling