+127.6%
CLF vs INDA
+81.7%
+45.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.8% |
| 7D | -2.7% | -2.6% | -0.1% | 0.0% |
| 30D | -3.2% | -2.9% | -0.3% | -0.2% |
| 3M | -5.0% | +2.4% | -7.3% | -7.3% |
| 6M | +26.6% | -2.6% | +29.2% | +30.4% |
| YTD | -9.0% | -10.0% | +1.0% | +1.2% |
| 1Y | +11.8% | -7.7% | +19.5% | +21.2% |
| 3Y | -15.1% | +8.9% | -24.0% | -21.7% |
| 5Y | -48.2% | +6.0% | -54.2% | -50.6% |
| 10Y | +127.6% | +84.4% | +43.2% | +26.9% |
| All | +127.6% | +81.7% | +45.8% | +26.9% |
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