-79.9%
CLF vs INDA
+122.9%
-202.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.4% |
| 7D | -9.1% | +6.2% | -15.3% | -13.9% |
| 30D | -0.9% | +12.4% | -13.3% | -11.1% |
| 3M | +3.0% | +3.2% | -0.2% | -0.3% |
| 6M | +16.7% | +3.8% | +12.9% | +12.4% |
| YTD | -3.2% | -4.3% | +1.1% | +0.2% |
| 1Y | +24.6% | -4.5% | +29.1% | +29.1% |
| 3Y | -22.3% | +17.1% | -39.4% | -32.1% |
| 5Y | -41.2% | +11.0% | -52.2% | -45.8% |
| 10Y | +83.5% | +107.5% | -24.0% | +5.0% |
| All | -79.9% | +122.9% | -202.8% | -89.5% |
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