+31.5%
CP vs INDA
+7.2%
+24.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | +2.4% | -1.0% | +3.4% | +3.0% |
| 30D | -0.5% | -2.5% | +2.0% | +0.8% |
| 3M | +1.4% | +4.0% | -2.6% | -0.9% |
| 6M | +10.3% | -1.8% | +12.1% | +11.1% |
| YTD | +24.3% | -9.2% | +33.5% | +30.6% |
| 1Y | +20.4% | -7.2% | +27.6% | +24.9% |
| 3Y | +21.8% | +9.8% | +11.9% | +12.3% |
| 5Y | +31.5% | +7.5% | +24.0% | +21.2% |
| All | +31.5% | +7.2% | +24.3% | +21.2% |
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 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