+197.2%
CL vs INDA
+119.4%
+77.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | +1.3% | +6.6% | -5.3% | -0.5% |
| 30D | +11.4% | +10.4% | +1.0% | +8.3% |
| 3M | +4.4% | +1.5% | +2.9% | +3.9% |
| 6M | +10.8% | +1.7% | +9.1% | +10.1% |
| YTD | +25.1% | -5.8% | +31.0% | +27.0% |
| 1Y | +28.0% | -5.1% | +33.1% | +29.5% |
| 3Y | +37.6% | +16.0% | +21.6% | +30.6% |
| 5Y | +39.7% | +9.3% | +30.4% | +34.1% |
| 10Y | +75.8% | +102.1% | -26.4% | +35.2% |
| All | +197.2% | +119.4% | +77.8% | +119.5% |
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