-10.0%
CRM vs INDA
-7.3%
-2.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.6% |
| 7D | -6.2% | +6.9% | -13.1% | -7.6% |
| 30D | -1.2% | +7.4% | -8.6% | -2.7% |
| 3M | +19.1% | -1.0% | +20.1% | +19.4% |
| 6M | +23.0% | +2.9% | +20.1% | +22.0% |
| YTD | -13.7% | -7.4% | -6.2% | -8.1% |
| 1Y | -10.0% | -7.4% | -2.6% | -4.5% |
| All | -10.0% | -7.3% | -2.7% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling