+80.4%
CLF vs INDA
+115.8%
-35.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +16.0% | +3.1% | +12.9% | +12.6% |
| 30D | +1.6% | +9.1% | -7.5% | -7.5% |
| 3M | +6.7% | +3.2% | +3.5% | +2.7% |
| 6M | +21.1% | +8.5% | +12.7% | +11.0% |
| YTD | -1.6% | -4.6% | +3.0% | +2.6% |
| 1Y | +18.5% | -5.5% | +24.0% | +24.7% |
| 3Y | -21.0% | +16.7% | -37.7% | -32.5% |
| 5Y | -41.4% | +9.0% | -50.4% | -46.1% |
| All | +80.4% | +115.8% | -35.4% | -15.8% |
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 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