+2,029.3%
CLS vs INDA
+115.8%
+1,913.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +23.5% | +3.1% | +20.5% | +20.4% |
| 30D | -28.9% | +9.1% | -38.1% | -34.4% |
| 3M | -25.2% | +3.2% | -28.4% | -27.5% |
| 6M | -32.1% | +8.5% | -40.6% | -36.9% |
| YTD | -14.1% | -4.6% | -9.4% | -10.8% |
| 1Y | -24.1% | -5.5% | -18.6% | -20.3% |
| 3Y | +897.0% | +16.7% | +880.3% | +794.7% |
| 5Y | +2,089.9% | +9.0% | +2,080.9% | +1,981.9% |
| All | +2,029.3% | +115.8% | +1,913.5% | +1,217.0% |
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