+18.8%
CLF vs INDA
-5.0%
+23.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | +0.7% | +6.9% | +6.9% |
| 30D | -1.2% | -0.8% | -0.4% | -0.4% |
| 3M | -13.4% | +3.9% | -17.3% | -16.7% |
| 6M | +15.4% | -0.7% | +16.1% | +14.4% |
| YTD | -5.9% | -7.7% | +1.8% | -1.8% |
| 1Y | +18.8% | -5.1% | +23.9% | +28.7% |
| All | +18.8% | -5.0% | +23.8% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling