+369.5%
CF vs INDA
+122.9%
+246.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +4.8% | +6.2% | -1.4% | +1.8% |
| 30D | +9.7% | +12.4% | -2.7% | +3.8% |
| 3M | +1.2% | +3.2% | -1.9% | -0.4% |
| 6M | +7.4% | +3.8% | +3.6% | +4.8% |
| YTD | +60.5% | -4.3% | +64.8% | +61.0% |
| 1Y | +50.7% | -4.5% | +55.2% | +51.2% |
| 3Y | +64.8% | +17.1% | +47.7% | +46.5% |
| 5Y | +115.8% | +11.0% | +104.7% | +95.0% |
| 10Y | +481.0% | +107.5% | +373.5% | +274.0% |
| All | +369.5% | +122.9% | +246.6% | +196.3% |
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