+209.2%
BKNG vs CMS
+118.9%
+90.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -10.0% | -1.9% | -8.1% | -9.5% |
| 30D | -18.1% | -4.1% | -14.0% | -17.1% |
| 3M | +6.3% | -7.1% | +13.4% | +8.6% |
| 6M | +0.8% | -10.1% | +10.9% | +3.7% |
| YTD | -18.4% | -1.7% | -16.7% | -18.5% |
| 1Y | -20.4% | -3.4% | -17.0% | -20.1% |
| 3Y | +39.5% | +31.6% | +8.0% | +24.8% |
| 5Y | +92.7% | +23.3% | +69.4% | +73.0% |
| All | +209.2% | +118.9% | +90.3% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling