+35.1%
CMS vs INDA
+13.0%
+22.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -3.6% | -0.8% | -2.8% | -3.5% |
| 3M | -1.9% | +3.9% | -5.9% | -2.3% |
| 6M | -11.0% | -0.7% | -10.3% | -10.9% |
| YTD | +0.2% | -7.7% | +7.9% | +1.2% |
| 1Y | -1.3% | -5.1% | +3.8% | -0.8% |
| All | +35.1% | +13.0% | +22.1% | +24.2% |
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