+3,682.3%
CLS vs INDA
+5.9%
+3,676.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +2.2% |
| 7D | +20.1% | -2.6% | +22.7% | +23.9% |
| 30D | +6.0% | -2.9% | +9.0% | +9.8% |
| 3M | -10.3% | +2.4% | -12.7% | -12.8% |
| 6M | +24.5% | -2.6% | +27.1% | +28.9% |
| YTD | +12.9% | -10.0% | +22.8% | +28.3% |
| 1Y | +36.7% | -7.7% | +44.3% | +51.3% |
| 3Y | +1,328.1% | +8.9% | +1,319.2% | +1,205.8% |
| 5Y | +3,682.3% | +6.0% | +3,676.3% | +3,428.5% |
| All | +3,682.3% | +5.9% | +3,676.4% | +3,428.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling