+408.2%
CMS vs INDA
+122.4%
+285.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | +3.1% | -4.2% | -1.9% |
| 30D | +6.6% | +11.3% | -4.7% | +3.8% |
| 3M | +0.8% | +3.0% | -2.2% | 0.0% |
| 6M | -3.3% | +6.5% | -9.9% | -5.0% |
| YTD | +2.7% | -4.6% | +7.3% | +3.6% |
| 1Y | -4.0% | -5.8% | +1.7% | -2.9% |
| 3Y | +37.6% | +16.8% | +20.8% | +30.9% |
| 5Y | +35.4% | +10.4% | +25.1% | +30.1% |
| 10Y | +136.0% | +116.8% | +19.2% | +83.0% |
| All | +408.2% | +122.4% | +285.8% | +284.6% |
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 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