+79.6%
CME vs INFY
-44.9%
+124.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | -1.6% | -5.4% | +3.8% | -1.2% |
| 30D | +5.6% | -9.9% | +15.4% | +6.3% |
| 3M | +5.6% | -4.6% | +10.2% | +5.7% |
| 6M | -8.3% | -18.5% | +10.2% | -7.4% |
| YTD | +4.3% | -36.5% | +40.9% | +7.0% |
| 1Y | +9.1% | -32.8% | +41.8% | +11.1% |
| 3Y | +52.1% | -32.2% | +84.3% | +52.3% |
| All | +79.6% | -44.9% | +124.5% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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