+19.1%
CNH vs INDA
-5.5%
+24.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.1% |
| 30D | -0.6% | +9.4% | -10.0% | -7.8% |
| 3M | +14.6% | +2.9% | +11.7% | +11.9% |
| 6M | +11.8% | +7.2% | +4.5% | +5.9% |
| YTD | +30.4% | -4.8% | +35.2% | +22.5% |
| 1Y | +19.1% | -5.1% | +24.1% | +11.8% |
| All | +19.1% | -5.5% | +24.5% | +11.8% |
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 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