+400.9%
CMS vs INDA
+119.4%
+281.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.9% | -2.6% |
| 7D | -1.3% | +6.6% | -8.0% | -2.9% |
| 30D | +6.3% | +10.4% | -4.1% | +3.7% |
| 3M | -2.1% | +1.5% | -3.6% | -2.5% |
| 6M | -5.1% | +1.7% | -6.8% | -5.6% |
| YTD | +1.3% | -5.8% | +7.1% | +2.5% |
| 1Y | -1.4% | -5.1% | +3.7% | -0.4% |
| 3Y | +36.9% | +16.0% | +20.9% | +30.5% |
| 5Y | +32.5% | +9.3% | +23.3% | +27.6% |
| 10Y | +126.8% | +102.1% | +24.6% | +78.3% |
| All | +400.9% | +119.4% | +281.6% | +280.4% |
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