+195.8%
COR vs INDA
+10.5%
+185.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.2% | +3.1% | -4.3% | -1.8% |
| 30D | +7.6% | +11.3% | -3.6% | +5.3% |
| 3M | +5.0% | +3.0% | +2.0% | +4.3% |
| 6M | +35.3% | +6.5% | +28.7% | +33.4% |
| YTD | +4.2% | -4.6% | +8.8% | +5.2% |
| 1Y | -3.4% | -5.8% | +2.3% | -2.3% |
| 3Y | +81.1% | +16.8% | +64.3% | +70.6% |
| 5Y | +195.8% | +10.4% | +185.4% | +180.8% |
| All | +195.8% | +10.5% | +185.4% | +180.8% |
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 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