+196.4%
CFG vs INDA
+13.0%
+183.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | -3.8% | -0.8% | -3.0% | -3.3% |
| 3M | +11.5% | +3.9% | +7.6% | +8.5% |
| 6M | +19.2% | -0.7% | +19.9% | +19.4% |
| YTD | +23.7% | -7.7% | +31.4% | +30.3% |
| 1Y | +38.8% | -5.1% | +43.9% | +42.9% |
| All | +196.4% | +13.0% | +183.4% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling