-13.3%
BKNG vs CMI
+6.1%
-19.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.5% |
| 7D | +12.2% | -13.4% | +25.6% | +11.6% |
| 30D | +7.0% | -16.2% | +23.2% | +6.4% |
| 3M | -18.3% | -30.8% | +12.5% | -18.9% |
| 6M | +1.1% | -33.1% | +34.2% | -0.3% |
| YTD | -20.7% | -11.2% | -9.4% | -27.6% |
| 1Y | -13.3% | +3.6% | -17.0% | -26.0% |
| All | -13.3% | +6.1% | -19.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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