+77.5%
CME vs INDA
+6.8%
+70.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | +5.5% | -2.5% | +8.1% | +5.9% |
| 3M | +11.0% | +4.0% | +7.0% | +10.1% |
| 6M | -9.7% | -1.8% | -7.9% | -9.5% |
| YTD | +4.9% | -9.2% | +14.0% | +6.9% |
| 1Y | +10.1% | -7.2% | +17.3% | +11.6% |
| 3Y | +53.5% | +9.8% | +43.7% | +44.5% |
| All | +77.5% | +6.8% | +70.7% | +67.6% |
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