+256.9%
CP vs INDA
+112.6%
+144.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -0.7% | +3.1% | -3.8% | -2.3% |
| 30D | +9.6% | +11.3% | -1.6% | +3.5% |
| 3M | +2.2% | +3.0% | -0.8% | +0.5% |
| 6M | +11.1% | +6.5% | +4.6% | +7.1% |
| YTD | +28.2% | -4.6% | +32.7% | +30.9% |
| 1Y | +32.2% | -5.8% | +37.9% | +35.8% |
| 3Y | +35.5% | +16.8% | +18.7% | +22.8% |
| 5Y | +26.8% | +10.4% | +16.4% | +17.9% |
| 10Y | +256.9% | +116.8% | +140.1% | +119.0% |
| All | +256.9% | +112.6% | +144.4% | +119.0% |
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