+350.2%
CG vs INDA
+149.9%
+200.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.3% | +0.7% | -5.0% | -4.8% |
| 30D | -5.1% | -0.8% | -4.3% | -4.6% |
| 3M | +8.7% | +3.9% | +4.7% | +5.9% |
| 6M | -9.2% | -0.7% | -8.5% | -8.7% |
| YTD | -18.9% | -7.7% | -11.2% | -14.1% |
| 1Y | -25.6% | -5.1% | -20.5% | -22.8% |
| 3Y | +57.3% | +13.6% | +43.6% | +45.2% |
| 5Y | +10.2% | +7.8% | +2.4% | +6.7% |
| 10Y | +364.2% | +84.6% | +279.6% | +215.6% |
| All | +350.2% | +149.9% | +200.2% | +170.9% |
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