+362.4%
CFG vs INDA
+84.4%
+278.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.0% |
| 30D | -3.8% | -0.8% | -3.0% | -3.3% |
| 3M | +11.5% | +3.9% | +7.6% | +8.0% |
| 6M | +19.2% | -0.7% | +19.9% | +19.4% |
| YTD | +23.7% | -7.7% | +31.4% | +31.1% |
| 1Y | +38.8% | -5.1% | +43.9% | +43.6% |
| 3Y | +178.9% | +13.6% | +165.3% | +148.7% |
| 5Y | +101.8% | +7.8% | +94.0% | +88.1% |
| 10Y | +317.3% | +84.6% | +232.6% | +153.2% |
| All | +362.4% | +84.4% | +278.0% | +173.7% |
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 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