+165.0%
CMI vs INDA
+5.7%
+159.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.6% |
| 7D | -0.7% | -2.7% | +2.0% | +1.2% |
| 30D | -12.4% | -2.8% | -9.6% | -10.7% |
| 3M | -14.8% | +1.6% | -16.4% | -15.8% |
| 6M | +0.8% | -1.4% | +2.2% | +1.6% |
| YTD | +10.2% | -10.1% | +20.3% | +18.1% |
| 1Y | +37.4% | -8.8% | +46.2% | +45.4% |
| 3Y | +153.3% | +7.6% | +145.7% | +135.2% |
| All | +165.0% | +5.7% | +159.3% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling