-5.8%
CI vs INDA
-7.9%
+2.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -1.1% | -2.6% | +1.5% | -0.9% |
| 30D | +0.5% | -2.9% | +3.4% | +0.8% |
| 3M | -5.2% | +2.4% | -7.6% | -5.6% |
| 6M | +4.3% | -2.6% | +7.0% | +3.4% |
| YTD | +2.8% | -10.0% | +12.7% | +3.4% |
| 1Y | -5.8% | -7.7% | +1.9% | -2.7% |
| All | -5.8% | -7.9% | +2.1% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling