+511.2%
CB vs INDA
+115.1%
+396.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +0.7% | -0.2% | +0.2% |
| 30D | -3.1% | -0.8% | -2.3% | -2.8% |
| 3M | +9.0% | +3.9% | +5.0% | +7.1% |
| 6M | +2.9% | -0.7% | +3.6% | +2.7% |
| YTD | +10.1% | -7.7% | +17.8% | +13.2% |
| 1Y | +22.8% | -5.1% | +27.9% | +24.6% |
| 3Y | +73.8% | +13.6% | +60.2% | +62.3% |
| 5Y | +99.2% | +7.8% | +91.4% | +89.1% |
| 10Y | +218.2% | +84.6% | +133.6% | +134.5% |
| All | +511.2% | +115.1% | +396.0% | +317.9% |
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 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