+411.7%
CF vs INDA
+115.1%
+296.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | +0.7% | +5.3% | +5.7% |
| 30D | +14.8% | -0.8% | +15.6% | +15.2% |
| 3M | +14.1% | +3.9% | +10.1% | +11.7% |
| 6M | +28.5% | -0.7% | +29.2% | +27.0% |
| YTD | +74.9% | -7.7% | +82.6% | +78.7% |
| 1Y | +61.7% | -5.1% | +66.8% | +62.7% |
| 3Y | +80.3% | +13.6% | +66.7% | +62.7% |
| 5Y | +226.0% | +7.8% | +218.2% | +199.3% |
| 10Y | +569.9% | +84.6% | +485.2% | +352.9% |
| All | +411.7% | +115.1% | +296.5% | +229.0% |
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