+721.3%
BKNG vs CMS
+312.1%
+409.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | -0.7% | +6.2% | -6.9% | -2.6% |
| 3M | -25.0% | +0.6% | -25.6% | -25.2% |
| 6M | +3.4% | -1.8% | +5.2% | +3.9% |
| YTD | -25.0% | +3.8% | -28.8% | -26.3% |
| 1Y | -20.7% | -1.8% | -18.9% | -20.7% |
| 3Y | +30.9% | +39.8% | -8.9% | +15.1% |
| 5Y | +66.6% | +37.1% | +29.5% | +45.0% |
| 10Y | +165.1% | +138.6% | +26.5% | +88.6% |
| All | +721.3% | +312.1% | +409.3% | +265.3% |
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