-4.5%
CRS vs INDA
-7.3%
+2.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -3.4% |
| 7D | +4.3% | +6.9% | -2.6% | -0.5% |
| 30D | -25.5% | +7.4% | -32.9% | -29.2% |
| 3M | -48.7% | -1.0% | -47.7% | -48.2% |
| 6M | -31.6% | +2.9% | -34.5% | -33.1% |
| YTD | -7.0% | -7.4% | +0.4% | -7.0% |
| 1Y | -4.5% | -7.4% | +2.9% | -4.7% |
| All | -4.5% | -7.3% | +2.8% | -4.7% |
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 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