+76.3%
INFY vs CMS
+120.6%
-44.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -9.8% | -1.3% | -8.4% | -9.5% |
| 30D | -13.4% | -2.8% | -10.6% | -12.8% |
| 3M | -7.2% | -7.1% | -0.1% | -5.5% |
| 6M | -20.6% | -10.0% | -10.6% | -18.6% |
| YTD | -37.5% | -0.9% | -36.5% | -37.5% |
| 1Y | -33.4% | -2.0% | -31.4% | -33.4% |
| 3Y | -32.4% | +33.0% | -65.4% | -39.0% |
| 5Y | -45.5% | +24.3% | -69.7% | -50.5% |
| All | +76.3% | +120.6% | -44.3% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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