+859.1%
CME vs INDA
+115.1%
+743.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +6.2% | -0.8% | +7.0% | +6.5% |
| 3M | +10.4% | +3.9% | +6.5% | +8.7% |
| 6M | -9.5% | -0.7% | -8.8% | -9.7% |
| YTD | +6.0% | -7.7% | +13.7% | +8.6% |
| 1Y | +9.3% | -5.1% | +14.4% | +10.6% |
| 3Y | +57.7% | +13.6% | +44.0% | +46.8% |
| 5Y | +77.7% | +7.8% | +69.9% | +68.0% |
| 10Y | +281.2% | +84.6% | +196.6% | +179.6% |
| All | +859.1% | +115.1% | +743.9% | +571.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling