+2,656.6%
INFY vs CP
+7,238.2%
-4,581.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.7% | +2.1% | -3.8% | -2.6% |
| 30D | +7.1% | +9.3% | -2.3% | +3.1% |
| 3M | -1.0% | +0.5% | -1.4% | -1.3% |
| 6M | +5.9% | +10.4% | -4.6% | +1.2% |
| YTD | -29.5% | +28.7% | -58.2% | -37.4% |
| 1Y | -26.0% | +33.2% | -59.1% | -35.2% |
| 3Y | -19.4% | +38.4% | -57.8% | -32.1% |
| 5Y | -40.9% | +26.2% | -67.1% | -49.2% |
| 10Y | +121.9% | +258.4% | -136.5% | +15.4% |
| All | +2,656.6% | +7,238.2% | -4,581.6% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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