+2,524.3%
INFY vs CMS
+297.6%
+2,226.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -6.2% | -3.6% | -2.6% | -5.4% |
| 3M | -4.9% | -1.9% | -3.0% | -4.4% |
| 6M | -16.6% | -11.0% | -5.6% | -14.2% |
| YTD | -32.9% | +0.2% | -33.1% | -33.2% |
| 1Y | -26.9% | -1.3% | -25.6% | -27.0% |
| 3Y | -26.6% | +35.9% | -62.5% | -33.6% |
| 5Y | -44.1% | +23.1% | -67.1% | -48.6% |
| 10Y | +90.0% | +117.9% | -27.9% | +46.7% |
| All | +2,524.3% | +297.6% | +2,226.7% | +1,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling