+89.6%
CL vs INDA
+115.4%
-25.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | +8.0% | +9.4% | -1.3% | +5.3% |
| 3M | +7.9% | +2.9% | +4.9% | +6.9% |
| 6M | +14.7% | +7.2% | +7.5% | +12.3% |
| YTD | +29.2% | -4.8% | +34.0% | +30.7% |
| 1Y | +29.5% | -5.1% | +34.6% | +31.1% |
| 3Y | +40.7% | +16.7% | +24.0% | +32.9% |
| 5Y | +43.9% | +8.8% | +35.1% | +38.0% |
| All | +89.6% | +115.4% | -25.8% | +47.1% |
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