+142.3%
CI vs INDA
+83.0%
+59.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.5% |
| 7D | -1.3% | -3.6% | +2.3% | +0.4% |
| 30D | +3.1% | -4.0% | +7.1% | +5.1% |
| 3M | -4.5% | +1.7% | -6.2% | -5.5% |
| 6M | +8.3% | -3.6% | +11.9% | +9.6% |
| YTD | +3.8% | -11.0% | +14.8% | +9.1% |
| 1Y | -5.0% | -9.5% | +4.5% | -1.0% |
| 3Y | +5.8% | +7.6% | -1.9% | -0.6% |
| 5Y | +50.6% | +4.8% | +45.8% | +42.4% |
| All | +142.3% | +83.0% | +59.3% | +60.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling