+358.1%
CF vs INDA
+119.4%
+238.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | -3.2% | +6.6% | -9.8% | -6.1% |
| 30D | +4.3% | +10.4% | -6.0% | -0.5% |
| 3M | +2.8% | +1.5% | +1.3% | +1.8% |
| 6M | +0.6% | +1.7% | -1.1% | -0.9% |
| YTD | +56.6% | -5.8% | +62.5% | +58.2% |
| 1Y | +49.6% | -5.1% | +54.7% | +50.4% |
| 3Y | +61.5% | +16.0% | +45.5% | +44.0% |
| 5Y | +124.0% | +9.3% | +114.7% | +103.9% |
| 10Y | +573.2% | +102.1% | +471.0% | +337.8% |
| All | +358.1% | +119.4% | +238.7% | +191.3% |
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