+18.8%
CAG vs INDA
+107.4%
-88.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.5% |
| 7D | -5.9% | -3.6% | -2.3% | -5.2% |
| 30D | -1.5% | -4.0% | +2.4% | -0.8% |
| 3M | +11.5% | +1.7% | +9.7% | +11.0% |
| 6M | -15.7% | -3.6% | -12.0% | -15.2% |
| YTD | -10.2% | -11.0% | +0.8% | -8.3% |
| 1Y | -18.1% | -9.5% | -8.6% | -16.6% |
| 3Y | -39.4% | +7.6% | -47.0% | -40.7% |
| 5Y | -42.6% | +4.8% | -47.4% | -43.8% |
| 10Y | -35.6% | +82.3% | -117.9% | -45.7% |
| All | +18.8% | +107.4% | -88.6% | -3.5% |
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