+1,065.3%
CCJ vs INDA
+83.0%
+982.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.3% |
| 7D | -3.2% | -3.6% | +0.4% | -1.0% |
| 30D | -1.3% | -4.0% | +2.6% | +1.2% |
| 3M | +2.5% | +1.7% | +0.8% | +1.6% |
| 6M | -18.9% | -3.6% | -15.2% | -16.7% |
| YTD | +6.5% | -11.0% | +17.5% | +14.3% |
| 1Y | +22.8% | -9.5% | +32.3% | +30.6% |
| 3Y | +164.5% | +7.6% | +156.8% | +154.3% |
| 5Y | +303.7% | +4.8% | +298.9% | +295.8% |
| All | +1,065.3% | +83.0% | +982.3% | +781.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling