+795.1%
BKNG vs CMI
+10,832.3%
-10,037.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -10.7% | +0.8% | -11.5% | -11.0% |
| 30D | -18.1% | -12.8% | -5.3% | -13.1% |
| 3M | +8.5% | -12.4% | +21.0% | +13.4% |
| 6M | -0.1% | -0.9% | +0.8% | -2.7% |
| YTD | -18.2% | +8.9% | -27.1% | -24.5% |
| 1Y | -19.9% | +37.7% | -57.6% | -34.2% |
| 3Y | +41.6% | +148.9% | -107.2% | -13.5% |
| 5Y | +93.1% | +164.4% | -71.3% | +14.1% |
| 10Y | +214.8% | +506.9% | -292.1% | +22.9% |
| All | +795.1% | +10,832.3% | -10,037.2% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling