+66.4%
CME vs INDA
+16.8%
+49.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.9% | +1.1% | +2.8% | +4.0% |
| 30D | +11.3% | +9.4% | +2.0% | +11.9% |
| 3M | +19.6% | +2.9% | +16.6% | +19.7% |
| 6M | +8.1% | +7.2% | +0.8% | +8.5% |
| YTD | +20.4% | -4.8% | +25.2% | +20.8% |
| 1Y | +16.5% | -5.1% | +21.6% | +16.9% |
| 3Y | +66.4% | +16.7% | +49.8% | +69.7% |
| All | +66.4% | +16.8% | +49.6% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling