+73.1%
CME vs INDA
+8.7%
+64.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.9% | +1.1% | +2.8% | +3.8% |
| 30D | +11.3% | +9.4% | +2.0% | +9.8% |
| 3M | +19.6% | +2.9% | +16.6% | +19.0% |
| 6M | +8.1% | +7.2% | +0.8% | +6.7% |
| YTD | +20.4% | -4.8% | +25.2% | +21.8% |
| 1Y | +16.5% | -5.1% | +21.6% | +18.0% |
| 3Y | +66.4% | +16.7% | +49.8% | +54.6% |
| All | +73.1% | +8.7% | +64.4% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling