+2,953.7%
CLS vs INDA
+83.0%
+2,870.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.5% |
| 7D | +5.0% | -3.6% | +8.6% | +8.2% |
| 30D | +4.8% | -4.0% | +8.7% | +8.3% |
| 3M | -10.4% | +1.7% | -12.1% | -11.5% |
| 6M | +20.8% | -3.6% | +24.5% | +25.1% |
| YTD | +10.0% | -11.0% | +21.0% | +21.5% |
| 1Y | +28.5% | -9.5% | +38.0% | +40.5% |
| 3Y | +1,292.2% | +7.6% | +1,284.6% | +1,248.0% |
| 5Y | +3,616.8% | +4.8% | +3,612.0% | +3,594.6% |
| All | +2,953.7% | +83.0% | +2,870.8% | +2,011.8% |
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