+19.6%
CME vs INDA
-7.3%
+26.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.8% |
| 7D | +4.8% | +6.9% | -2.1% | +6.0% |
| 30D | +14.2% | +7.4% | +6.7% | +15.6% |
| 3M | +17.9% | -1.0% | +18.9% | +17.3% |
| 6M | +7.2% | +2.9% | +4.4% | +7.6% |
| YTD | +16.7% | -7.4% | +24.2% | +16.8% |
| 1Y | +19.6% | -7.4% | +26.9% | +19.9% |
| All | +19.6% | -7.3% | +26.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling