+11.8%
CLF vs INDA
-7.9%
+19.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.8% |
| 7D | -2.7% | -2.6% | -0.1% | -0.1% |
| 30D | -3.2% | -2.9% | -0.3% | -0.3% |
| 3M | -5.0% | +2.4% | -7.3% | -7.4% |
| 6M | +26.6% | -2.6% | +29.2% | +28.4% |
| YTD | -9.0% | -10.0% | +1.0% | -1.9% |
| 1Y | +11.8% | -7.7% | +19.5% | +23.6% |
| All | +11.8% | -7.9% | +19.7% | +23.6% |
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