+1,214.6%
COR vs INDA
+121.8%
+1,092.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +7.8% | +1.1% | +6.7% | +7.5% |
| 30D | +7.0% | +9.4% | -2.4% | +4.0% |
| 3M | +16.3% | +2.9% | +13.3% | +15.2% |
| 6M | +41.3% | +7.2% | +34.1% | +37.9% |
| YTD | +7.1% | -4.8% | +11.9% | +8.4% |
| 1Y | -0.8% | -5.1% | +4.3% | +0.4% |
| 3Y | +85.0% | +16.7% | +68.3% | +73.2% |
| 5Y | +203.9% | +8.8% | +195.1% | +189.5% |
| 10Y | +510.3% | +116.2% | +394.0% | +348.6% |
| All | +1,214.6% | +121.8% | +1,092.8% | +828.3% |
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