+45.0%
CG vs INDA
+16.8%
+28.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +0.2% | +1.1% | -0.9% | -0.8% |
| 30D | +11.2% | +9.4% | +1.8% | +2.0% |
| 3M | -22.1% | +2.9% | -25.0% | -24.2% |
| 6M | -17.9% | +7.2% | -25.2% | -23.1% |
| YTD | -31.3% | -4.8% | -26.5% | -27.6% |
| 1Y | -24.0% | -5.1% | -18.9% | -19.7% |
| 3Y | +45.0% | +16.7% | +28.3% | +13.0% |
| All | +45.0% | +16.8% | +28.1% | +13.0% |
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