+61.5%
CF vs INDA
+15.9%
+45.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +1.3% |
| 7D | -3.2% | +6.6% | -9.8% | -1.1% |
| 30D | +4.3% | +10.4% | -6.0% | +7.8% |
| 3M | +2.8% | +1.5% | +1.3% | +3.4% |
| 6M | +0.6% | +1.7% | -1.1% | +1.8% |
| YTD | +56.6% | -5.8% | +62.5% | +61.9% |
| 1Y | +49.6% | -5.1% | +54.7% | +54.4% |
| 3Y | +61.5% | +16.0% | +45.5% | +60.1% |
| All | +61.5% | +15.9% | +45.5% | +60.1% |
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