+155.6%
CCI vs INDA
+111.6%
+44.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +0.2% | -1.0% | +1.2% | +0.5% |
| 30D | +0.5% | -2.5% | +3.0% | +1.4% |
| 3M | -16.3% | +4.0% | -20.3% | -17.5% |
| 6M | -13.9% | -1.8% | -12.1% | -13.6% |
| YTD | -12.4% | -9.2% | -3.3% | -9.6% |
| 1Y | -15.2% | -7.2% | -8.0% | -13.2% |
| 3Y | -9.9% | +9.8% | -19.7% | -13.8% |
| 5Y | -50.8% | +7.5% | -58.3% | -52.9% |
| 10Y | +18.3% | +80.8% | -62.5% | -9.4% |
| All | +155.6% | +111.6% | +44.0% | +88.7% |
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