+729.4%
CAH vs INDA
+111.6%
+617.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.1% |
| 7D | +0.5% | -1.0% | +1.5% | +0.9% |
| 30D | +1.7% | -2.5% | +4.3% | +2.7% |
| 3M | +17.9% | +4.0% | +13.9% | +16.1% |
| 6M | +10.9% | -1.8% | +12.7% | +11.4% |
| YTD | +17.9% | -9.2% | +27.0% | +21.9% |
| 1Y | +61.7% | -7.2% | +68.9% | +65.6% |
| 3Y | +183.7% | +9.8% | +173.9% | +169.9% |
| 5Y | +401.3% | +7.5% | +393.8% | +378.3% |
| 10Y | +293.7% | +80.8% | +212.9% | +195.1% |
| All | +729.4% | +111.6% | +617.8% | +470.6% |
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