+619.8%
CI vs INDA
+115.1%
+504.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +4.4% | -0.8% | +5.2% | +4.8% |
| 3M | +0.7% | +3.9% | -3.3% | -1.1% |
| 6M | +0.3% | -0.7% | +1.1% | +0.3% |
| YTD | +3.8% | -7.7% | +11.5% | +6.7% |
| 1Y | -5.5% | -5.1% | -0.4% | -4.0% |
| 3Y | +8.1% | +13.6% | -5.5% | +0.6% |
| 5Y | +42.8% | +7.8% | +35.0% | +35.1% |
| 10Y | +143.9% | +84.6% | +59.2% | +76.5% |
| All | +619.8% | +115.1% | +504.6% | +394.5% |
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