+233.3%
CP vs INDA
+81.7%
+151.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | +0.6% | -2.6% | +3.2% | +2.0% |
| 30D | -0.5% | -2.9% | +2.4% | +1.1% |
| 3M | +0.1% | +2.4% | -2.3% | -1.3% |
| 6M | +7.8% | -2.6% | +10.4% | +9.0% |
| YTD | +22.9% | -10.0% | +32.8% | +29.5% |
| 1Y | +21.3% | -7.7% | +29.0% | +26.0% |
| 3Y | +20.4% | +8.9% | +11.5% | +13.4% |
| 5Y | +34.9% | +6.0% | +29.0% | +28.3% |
| 10Y | +233.3% | +84.4% | +149.0% | +125.2% |
| All | +233.3% | +81.7% | +151.6% | +125.2% |
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