+330.5%
CFG vs INDA
+90.6%
+239.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.1% |
| 7D | -0.8% | +3.1% | -3.9% | -3.1% |
| 30D | +3.1% | +11.3% | -8.1% | -5.2% |
| 3M | -9.7% | +3.0% | -12.7% | -11.9% |
| 6M | +6.7% | +6.5% | +0.2% | +1.3% |
| YTD | +15.2% | -4.6% | +19.7% | +18.8% |
| 1Y | +28.8% | -5.8% | +34.5% | +34.0% |
| 3Y | +190.1% | +16.8% | +173.3% | +152.7% |
| 5Y | +63.4% | +10.4% | +53.0% | +49.3% |
| 10Y | +219.8% | +116.8% | +102.9% | +76.1% |
| All | +330.5% | +90.6% | +239.9% | +148.0% |
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 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