+108.5%
CSCO vs INDA
+10.1%
+98.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | -0.5% | -1.0% | +0.5% | -0.1% |
| 30D | -10.1% | -2.5% | -7.6% | -9.1% |
| 3M | -11.7% | +4.0% | -15.7% | -13.2% |
| 6M | +40.1% | -1.8% | +41.9% | +40.6% |
| YTD | +43.8% | -9.2% | +53.0% | +49.1% |
| 1Y | +66.6% | -7.2% | +73.8% | +71.0% |
| 3Y | +108.5% | +9.8% | +98.7% | +93.5% |
| All | +108.5% | +10.1% | +98.4% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling