+57.3%
CL vs INDA
+81.7%
-24.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -2.3% | -2.6% | +0.3% | -1.6% |
| 30D | -5.5% | -2.9% | -2.6% | -4.7% |
| 3M | +0.8% | +2.4% | -1.5% | 0.0% |
| 6M | -4.2% | -2.6% | -1.6% | -3.6% |
| YTD | +13.4% | -10.0% | +23.4% | +16.6% |
| 1Y | +7.1% | -7.7% | +14.7% | +9.2% |
| 3Y | +29.0% | +8.9% | +20.1% | +24.4% |
| 5Y | +28.3% | +6.0% | +22.3% | +23.9% |
| 10Y | +57.3% | +84.4% | -27.1% | +23.6% |
| All | +57.3% | +81.7% | -24.4% | +23.6% |
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