+922.5%
CRS vs INDA
+111.6%
+810.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.2% |
| 7D | -3.1% | -1.0% | -2.1% | -2.3% |
| 30D | -19.6% | -2.5% | -17.1% | -18.0% |
| 3M | -8.1% | +4.0% | -12.1% | -10.9% |
| 6M | +18.6% | -1.8% | +20.4% | +20.4% |
| YTD | +45.9% | -9.2% | +55.0% | +56.8% |
| 1Y | +82.5% | -7.2% | +89.7% | +92.3% |
| 3Y | +648.9% | +9.8% | +639.1% | +593.0% |
| 5Y | +1,438.1% | +7.5% | +1,430.6% | +1,358.2% |
| 10Y | +1,327.0% | +80.8% | +1,246.2% | +857.6% |
| All | +922.5% | +111.6% | +810.9% | +527.2% |
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