-42.6%
CCL vs INDA
+84.7%
-127.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.1% |
| 7D | -3.2% | -2.7% | -0.5% | 0.0% |
| 30D | -17.8% | -2.8% | -15.0% | -14.9% |
| 3M | -18.7% | +1.6% | -20.3% | -19.9% |
| 6M | -11.4% | -1.4% | -10.0% | -8.4% |
| YTD | -24.3% | -10.1% | -14.2% | -12.4% |
| 1Y | -28.8% | -8.8% | -20.0% | -19.2% |
| 3Y | +49.3% | +7.6% | +41.7% | +38.1% |
| 5Y | +1.6% | +5.8% | -4.2% | -1.1% |
| All | -42.6% | +84.7% | -127.4% | -66.2% |
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