+14.8%
CNH vs INDA
-7.3%
+22.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -2.4% |
| 7D | +6.5% | +6.9% | -0.5% | +0.5% |
| 30D | -12.0% | +7.4% | -19.4% | -17.1% |
| 3M | +4.4% | -1.0% | +5.4% | +5.3% |
| 6M | +15.7% | +2.9% | +12.8% | +13.2% |
| YTD | +28.2% | -7.4% | +35.7% | +25.0% |
| 1Y | +14.8% | -7.4% | +22.2% | +11.6% |
| All | +14.8% | -7.3% | +22.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling