+45.9%
CSCO vs INDA
-7.3%
+53.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.4% |
| 7D | -6.1% | +6.9% | -13.0% | -8.6% |
| 30D | -8.2% | +7.4% | -15.6% | -10.9% |
| 3M | -14.6% | -1.0% | -13.6% | -14.0% |
| 6M | +12.7% | +2.9% | +9.8% | +11.1% |
| YTD | +37.0% | -7.4% | +44.4% | +39.9% |
| 1Y | +45.9% | -7.4% | +53.3% | +48.4% |
| All | +45.9% | -7.3% | +53.2% | +48.4% |
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