+2,681.7%
CLS vs INDA
+121.8%
+2,559.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +16.3% | +1.1% | +15.2% | +15.5% |
| 30D | -25.7% | +9.4% | -35.0% | -30.3% |
| 3M | -30.9% | +2.9% | -33.8% | -32.5% |
| 6M | -35.5% | +7.2% | -42.7% | -38.6% |
| YTD | -18.7% | -4.8% | -13.9% | -16.1% |
| 1Y | -17.9% | -5.1% | -12.8% | -15.0% |
| 3Y | +838.1% | +16.7% | +821.4% | +766.1% |
| 5Y | +1,971.9% | +8.8% | +1,963.1% | +1,907.9% |
| 10Y | +1,907.9% | +116.2% | +1,791.6% | +1,262.9% |
| All | +2,681.7% | +121.8% | +2,559.9% | +1,726.3% |
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