+712.3%
CRM vs INDA
+109.4%
+602.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.4% |
| 7D | -4.4% | -2.7% | -1.8% | -2.9% |
| 30D | +28.1% | -2.8% | +30.9% | +30.1% |
| 3M | +48.8% | +1.6% | +47.2% | +47.3% |
| 6M | +28.3% | -1.4% | +29.7% | +28.6% |
| YTD | -6.0% | -10.1% | +4.1% | -0.7% |
| 1Y | +1.4% | -8.8% | +10.2% | +6.1% |
| 3Y | +11.8% | +7.6% | +4.2% | +6.3% |
| 5Y | -2.0% | +5.8% | -7.8% | -5.5% |
| 10Y | +239.6% | +84.0% | +155.6% | +140.4% |
| All | +712.3% | +109.4% | +602.9% | +410.7% |
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