-7.1%
CMG vs INDA
+7.9%
-15.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -2.1% | -2.7% | +0.6% | -0.6% |
| 30D | +10.9% | -2.8% | +13.7% | +12.6% |
| 3M | +15.8% | +1.6% | +14.2% | +14.7% |
| 6M | +6.9% | -1.4% | +8.4% | +7.6% |
| YTD | -2.2% | -10.1% | +8.0% | +3.5% |
| 1Y | -7.1% | -8.8% | +1.7% | -2.6% |
| 3Y | -7.1% | +7.6% | -14.7% | -13.6% |
| All | -7.1% | +7.9% | -15.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling