-12.2%
CNH vs INDA
+10.5%
-22.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.1% |
| 7D | +6.7% | +3.1% | +3.5% | +4.0% |
| 30D | +7.2% | +11.3% | -4.1% | -1.9% |
| 3M | +17.5% | +3.0% | +14.5% | +14.7% |
| 6M | +15.0% | +6.5% | +8.4% | +9.2% |
| YTD | +36.8% | -4.6% | +41.3% | +41.5% |
| 1Y | +27.6% | -5.8% | +33.4% | +33.3% |
| 3Y | +34.3% | +16.8% | +17.5% | +12.0% |
| 5Y | -12.2% | +10.4% | -22.6% | -24.9% |
| All | -12.2% | +10.5% | -22.7% | -24.9% |
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 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