+6,620.0%
CME vs INFY
+640.6%
+5,979.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | -1.1% | -8.7% | +7.6% | +1.7% |
| 30D | +4.2% | -13.0% | +17.2% | +8.6% |
| 3M | +7.3% | -8.8% | +16.1% | +9.5% |
| 6M | -11.4% | -22.6% | +11.2% | -5.5% |
| YTD | +3.5% | -37.3% | +40.9% | +17.1% |
| 1Y | +8.6% | -33.4% | +42.0% | +19.5% |
| 3Y | +51.6% | -32.3% | +83.9% | +61.1% |
| 5Y | +75.3% | -45.2% | +120.5% | +95.2% |
| 10Y | +278.8% | +80.0% | +198.8% | +161.3% |
| All | +6,620.0% | +640.6% | +5,979.4% | +2,792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling