-49.3%
CCI vs INDA
+5.7%
-55.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.0% |
| 7D | -0.3% | -2.7% | +2.4% | +0.7% |
| 30D | +2.2% | -2.8% | +5.0% | +3.3% |
| 3M | -16.9% | +1.6% | -18.5% | -17.5% |
| 6M | -11.5% | -1.4% | -10.1% | -11.3% |
| YTD | -12.8% | -10.1% | -2.7% | -9.3% |
| 1Y | -17.1% | -8.8% | -8.3% | -14.3% |
| 3Y | -9.6% | +7.6% | -17.3% | -15.1% |
| All | -49.3% | +5.7% | -55.0% | -53.9% |
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