+64.1%
CF vs INDA
+17.4%
+46.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.8% |
| 7D | +4.8% | +6.2% | -1.4% | +6.9% |
| 30D | +9.7% | +12.4% | -2.7% | +14.0% |
| 3M | +1.2% | +3.2% | -1.9% | +2.3% |
| 6M | +7.4% | +3.8% | +3.6% | +9.2% |
| YTD | +60.5% | -4.3% | +64.8% | +66.9% |
| 1Y | +50.7% | -4.5% | +55.2% | +56.7% |
| All | +64.1% | +17.4% | +46.7% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling