+13.9%
COR vs INDA
-5.0%
+18.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | +4.5% | -0.8% | +5.3% | +4.4% |
| 3M | +22.7% | +3.9% | +18.7% | +22.8% |
| 6M | -9.7% | -0.7% | -9.0% | -9.7% |
| YTD | -1.4% | -7.7% | +6.2% | -1.4% |
| 1Y | +13.9% | -5.1% | +19.0% | +16.7% |
| All | +13.9% | -5.0% | +18.9% | +16.7% |
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