+69.8%
BKNG vs CMS
+36.3%
+33.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -0.7% | +6.2% | -6.9% | -1.3% |
| 3M | -25.0% | +0.6% | -25.6% | -25.1% |
| 6M | +3.4% | -1.8% | +5.2% | +3.6% |
| YTD | -25.0% | +3.8% | -28.8% | -25.4% |
| 1Y | -20.7% | -1.8% | -18.9% | -20.7% |
| 3Y | +30.9% | +39.8% | -8.9% | +24.6% |
| All | +69.8% | +36.3% | +33.5% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling