+76.3%
CL vs INDA
+104.1%
-27.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +0.5% | +6.1% | -5.6% | -1.2% |
| 30D | +11.6% | +11.7% | -0.1% | +8.1% |
| 3M | +5.6% | +2.1% | +3.5% | +4.9% |
| 6M | +13.2% | +3.2% | +10.0% | +12.0% |
| YTD | +26.9% | -4.9% | +31.8% | +28.4% |
| 1Y | +27.3% | -4.4% | +31.7% | +28.6% |
| 3Y | +39.7% | +17.6% | +22.1% | +31.7% |
| 5Y | +41.3% | +9.9% | +31.5% | +35.2% |
| 10Y | +76.3% | +102.7% | -26.4% | +35.7% |
| All | +76.3% | +104.1% | -27.8% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling