+635.1%
CP vs INDA
+122.2%
+512.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.9% | +3.1% | -2.2% | -0.7% |
| 30D | +10.3% | +9.1% | +1.2% | +5.5% |
| 3M | +2.3% | +3.2% | -0.9% | +0.6% |
| 6M | +10.7% | +8.5% | +2.2% | +5.9% |
| YTD | +29.3% | -4.6% | +33.9% | +31.9% |
| 1Y | +31.5% | -5.5% | +37.0% | +34.7% |
| 3Y | +36.7% | +16.7% | +20.0% | +24.8% |
| 5Y | +26.8% | +9.0% | +17.8% | +19.4% |
| 10Y | +260.1% | +116.6% | +143.4% | +131.2% |
| All | +635.1% | +122.2% | +512.8% | +353.1% |
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