+38.8%
CFG vs INDA
-5.0%
+43.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.2% |
| 30D | -3.8% | -0.8% | -3.0% | -3.4% |
| 3M | +11.5% | +3.9% | +7.6% | +9.2% |
| 6M | +19.2% | -0.7% | +19.9% | +18.0% |
| YTD | +23.7% | -7.7% | +31.4% | +23.9% |
| 1Y | +38.8% | -5.1% | +43.9% | +38.7% |
| All | +38.8% | -5.0% | +43.8% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling