+3,515.2%
CLS vs INDA
+115.1%
+3,400.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | +0.7% | +3.9% | +4.0% |
| 30D | -13.9% | -0.8% | -13.1% | -13.4% |
| 3M | -26.6% | +3.9% | -30.5% | -28.2% |
| 6M | +15.4% | -0.7% | +16.1% | +16.5% |
| YTD | +5.7% | -7.7% | +13.3% | +11.8% |
| 1Y | +41.1% | -5.1% | +46.2% | +47.0% |
| 3Y | +1,228.6% | +13.6% | +1,215.0% | +1,155.5% |
| 5Y | +3,240.6% | +7.8% | +3,232.8% | +3,181.9% |
| 10Y | +2,760.3% | +84.6% | +2,675.7% | +1,981.3% |
| All | +3,515.2% | +115.1% | +3,400.0% | +2,331.9% |
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