+41.9%
CI vs INDA
+7.2%
+34.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -1.8% | -2.5% | +0.7% | -1.1% |
| 3M | -4.2% | +4.0% | -8.2% | -5.4% |
| 6M | +2.7% | -1.8% | +4.5% | +2.9% |
| YTD | +1.9% | -9.2% | +11.1% | +4.6% |
| 1Y | -6.3% | -7.2% | +0.9% | -4.5% |
| 3Y | +3.9% | +9.8% | -6.0% | -2.1% |
| 5Y | +41.9% | +7.5% | +34.4% | +33.8% |
| All | +41.9% | +7.2% | +34.7% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling