+475.2%
COR vs INDA
+115.8%
+359.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.9% | +3.1% | -0.2% | +1.7% |
| 30D | +5.8% | +9.1% | -3.3% | +2.4% |
| 3M | +11.4% | +3.2% | +8.2% | +10.1% |
| 6M | +34.5% | +8.5% | +26.0% | +30.1% |
| YTD | +4.1% | -4.6% | +8.7% | +5.5% |
| 1Y | -3.1% | -5.5% | +2.4% | -1.5% |
| 3Y | +80.9% | +16.7% | +64.2% | +66.6% |
| 5Y | +195.1% | +9.0% | +186.2% | +177.7% |
| All | +475.2% | +115.8% | +359.3% | +288.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling