+219.7%
CFG vs INDA
+104.9%
+114.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.9% |
| 7D | +0.7% | +6.2% | -5.5% | -4.2% |
| 30D | +2.8% | +12.4% | -9.6% | -6.7% |
| 3M | -10.1% | +3.2% | -13.2% | -12.5% |
| 6M | +3.2% | +3.8% | -0.6% | -0.2% |
| YTD | +14.2% | -4.3% | +18.5% | +17.7% |
| 1Y | +27.4% | -4.5% | +31.9% | +31.4% |
| 3Y | +187.6% | +17.1% | +170.5% | +147.3% |
| 5Y | +65.7% | +11.0% | +54.7% | +49.4% |
| 10Y | +219.7% | +107.5% | +112.2% | +83.3% |
| All | +219.7% | +104.9% | +114.8% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling