+101.0%
CB vs INDA
+8.8%
+92.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -3.1% | -0.8% | -2.3% | -2.9% |
| 3M | +9.0% | +3.9% | +5.0% | +7.4% |
| 6M | +2.9% | -0.7% | +3.6% | +2.9% |
| YTD | +10.1% | -7.7% | +17.8% | +13.3% |
| 1Y | +22.8% | -5.1% | +27.9% | +24.7% |
| 3Y | +73.8% | +13.6% | +60.2% | +60.4% |
| All | +101.0% | +8.8% | +92.2% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling