+657.3%
CI vs INDA
+121.6%
+535.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +0.1% | +6.1% | -6.0% | -2.3% |
| 30D | +4.7% | +11.7% | -7.0% | 0.0% |
| 3M | +5.2% | +2.1% | +3.2% | +4.3% |
| 6M | +3.8% | +3.2% | +0.6% | +2.2% |
| YTD | +9.2% | -4.9% | +14.1% | +10.9% |
| 1Y | +14.3% | -4.4% | +18.6% | +15.7% |
| 3Y | +8.4% | +17.6% | -9.1% | -0.5% |
| 5Y | +50.0% | +9.9% | +40.2% | +40.8% |
| 10Y | +142.2% | +102.7% | +39.5% | +70.0% |
| All | +657.3% | +121.6% | +535.7% | +413.7% |
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 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