+13.2%
CNH vs INDA
+5.9%
+7.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.9% |
| 7D | +1.8% | -2.6% | +4.4% | +4.2% |
| 30D | +32.6% | -2.9% | +35.6% | +36.1% |
| 3M | +29.4% | +2.4% | +27.0% | +27.1% |
| 6M | +26.0% | -2.6% | +28.6% | +28.8% |
| YTD | +52.2% | -10.0% | +62.2% | +65.4% |
| 1Y | +23.9% | -7.7% | +31.5% | +31.4% |
| 3Y | +10.1% | +8.9% | +1.2% | -2.3% |
| 5Y | +13.2% | +6.0% | +7.2% | +0.4% |
| All | +13.2% | +5.9% | +7.3% | +0.4% |
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