+209.9%
BKNG vs CMS
+118.9%
+91.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -9.8% | -1.9% | -7.9% | -9.3% |
| 30D | -17.9% | -4.1% | -13.8% | -16.9% |
| 3M | +6.6% | -7.1% | +13.7% | +8.8% |
| 6M | +1.1% | -10.1% | +11.1% | +3.9% |
| YTD | -18.2% | -1.7% | -16.5% | -18.3% |
| 1Y | -20.2% | -3.4% | -16.8% | -20.0% |
| 3Y | +39.9% | +31.6% | +8.3% | +25.1% |
| 5Y | +93.1% | +23.3% | +69.8% | +73.4% |
| All | +209.9% | +118.9% | +91.1% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CMS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling