0.0%
CMS vs INIO
-58.1%
+58.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.6% | +8.0% | 0.0% |
| 7D | +0.5% | -24.8% | +25.3% | -0.5% |
| 30D | +7.4% | -30.4% | +37.8% | +6.5% |
| 3M | +1.9% | -49.2% | +51.1% | -0.6% |
| All | 0.0% | -58.1% | +58.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 1y: compounded portfolio wealth divided by compounded INIO 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…
1y analysis · Full analysis span regression · Available span rolling