+892.4%
BKNG vs CMS
+297.6%
+594.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -6.0% | +0.4% | -6.4% | -6.1% |
| 30D | -6.6% | -3.6% | -3.0% | -5.6% |
| 3M | +15.7% | -1.9% | +17.6% | +16.4% |
| 6M | +14.1% | -11.0% | +25.1% | +18.1% |
| YTD | -9.3% | +0.2% | -9.5% | -9.9% |
| 1Y | -12.8% | -1.3% | -11.4% | -13.0% |
| 3Y | +58.4% | +35.9% | +22.5% | +40.2% |
| 5Y | +114.1% | +23.1% | +91.1% | +93.0% |
| 10Y | +246.8% | +117.9% | +128.9% | +153.9% |
| All | +892.4% | +297.6% | +594.8% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling