+630.6%
CP vs INDA
+121.6%
+509.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | +2.8% | +6.1% | -3.3% | -0.3% |
| 30D | +11.3% | +11.7% | -0.4% | +5.2% |
| 3M | +2.9% | +2.1% | +0.8% | +1.7% |
| 6M | +9.8% | +3.2% | +6.6% | +7.8% |
| YTD | +28.5% | -4.9% | +33.4% | +31.3% |
| 1Y | +33.5% | -4.4% | +37.9% | +35.9% |
| 3Y | +31.9% | +17.6% | +14.4% | +20.0% |
| 5Y | +25.5% | +9.9% | +15.6% | +17.7% |
| 10Y | +257.6% | +102.7% | +154.9% | +136.7% |
| All | +630.6% | +121.6% | +509.0% | +351.0% |
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 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