+11.7%
CMI vs INDA
-7.3%
+19.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.7% | -8.5% | -7.4% |
| 7D | -11.2% | +6.9% | -18.1% | -15.3% |
| 30D | -9.8% | +7.4% | -17.3% | -14.3% |
| 3M | -25.5% | -1.0% | -24.5% | -24.8% |
| 6M | -27.7% | +2.9% | -30.5% | -29.2% |
| YTD | -6.6% | -7.4% | +0.8% | -5.7% |
| 1Y | +11.7% | -7.4% | +19.0% | +12.6% |
| All | +11.7% | -7.3% | +19.0% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling