+138.1%
CMS vs INDA
+104.9%
+33.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.5% | +6.2% | -5.7% | -1.2% |
| 30D | +7.4% | +12.4% | -4.9% | +4.0% |
| 3M | +1.9% | +3.2% | -1.3% | +0.9% |
| 6M | -2.3% | +3.8% | -6.1% | -3.5% |
| YTD | +3.0% | -4.3% | +7.3% | +3.9% |
| 1Y | -2.8% | -4.5% | +1.7% | -1.9% |
| 3Y | +37.9% | +17.1% | +20.8% | +29.9% |
| 5Y | +34.0% | +11.0% | +22.9% | +27.5% |
| 10Y | +138.1% | +107.5% | +30.6% | +78.8% |
| All | +138.1% | +104.9% | +33.2% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling