+171.6%
CL vs INDA
+115.1%
+56.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -4.8% | -0.8% | -4.0% | -4.6% |
| 3M | +4.9% | +3.9% | +1.0% | +3.7% |
| 6M | -5.7% | -0.7% | -5.0% | -5.7% |
| YTD | +14.4% | -7.7% | +22.0% | +16.7% |
| 1Y | +8.7% | -5.1% | +13.8% | +10.1% |
| 3Y | +30.0% | +13.6% | +16.3% | +24.1% |
| 5Y | +28.4% | +7.8% | +20.6% | +23.7% |
| 10Y | +50.1% | +84.6% | -34.6% | +18.4% |
| All | +171.6% | +115.1% | +56.5% | +101.8% |
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