+1,109.5%
COR vs INDA
+115.1%
+994.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | +4.5% | -0.8% | +5.3% | +4.8% |
| 3M | +22.7% | +3.9% | +18.7% | +21.0% |
| 6M | -9.7% | -0.7% | -9.0% | -9.9% |
| YTD | -1.4% | -7.7% | +6.2% | +0.7% |
| 1Y | +13.9% | -5.1% | +19.0% | +15.3% |
| 3Y | +94.0% | +13.6% | +80.3% | +83.0% |
| 5Y | +184.0% | +7.8% | +176.2% | +171.2% |
| 10Y | +406.8% | +84.6% | +322.1% | +287.1% |
| All | +1,109.5% | +115.1% | +994.4% | +762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling