+672.3%
CI vs INDA
+122.4%
+549.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.3% | +3.1% | -4.4% | -2.5% |
| 30D | +6.4% | +11.3% | -4.9% | +1.8% |
| 3M | +10.7% | +3.0% | +7.7% | +9.3% |
| 6M | +5.5% | +6.5% | -1.1% | +2.5% |
| YTD | +11.4% | -4.6% | +15.9% | +12.9% |
| 1Y | +15.0% | -5.8% | +20.8% | +17.2% |
| 3Y | +9.0% | +16.8% | -7.8% | +0.3% |
| 5Y | +52.0% | +10.4% | +41.6% | +42.3% |
| 10Y | +150.9% | +116.8% | +34.1% | +72.7% |
| All | +672.3% | +122.4% | +549.9% | +423.2% |
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