+310.4%
CFG vs INDA
+83.3%
+227.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | +0.2% |
| 7D | +2.7% | -1.0% | +3.7% | +3.5% |
| 30D | -3.7% | -2.5% | -1.1% | -1.7% |
| 3M | +9.5% | +4.0% | +5.5% | +5.8% |
| 6M | +22.2% | -1.8% | +24.0% | +23.6% |
| YTD | +22.3% | -9.2% | +31.5% | +31.8% |
| 1Y | +39.4% | -7.2% | +46.6% | +47.1% |
| 3Y | +188.5% | +9.8% | +178.7% | +162.4% |
| 5Y | +101.5% | +7.5% | +94.0% | +87.0% |
| All | +310.4% | +83.3% | +227.1% | +149.3% |
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