+384.0%
CMG vs INDA
+109.8%
+274.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.2% |
| 7D | -6.5% | -2.6% | -3.9% | -5.5% |
| 30D | +12.1% | -2.9% | +15.0% | +13.4% |
| 3M | +20.6% | +2.4% | +18.2% | +19.4% |
| 6M | +2.1% | -2.6% | +4.7% | +3.1% |
| YTD | -2.6% | -10.0% | +7.3% | +1.5% |
| 1Y | -8.7% | -7.7% | -1.0% | -5.8% |
| 3Y | -7.4% | +8.9% | -16.3% | -10.6% |
| 5Y | -5.7% | +6.0% | -11.6% | -8.0% |
| 10Y | +322.3% | +84.4% | +237.9% | +236.7% |
| All | +384.0% | +109.8% | +274.2% | +260.0% |
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