+735.5%
CSCO vs INDA
+115.1%
+620.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -10.1% | -0.8% | -9.3% | -9.8% |
| 3M | -15.7% | +3.9% | -19.6% | -17.2% |
| 6M | +36.3% | -0.7% | +37.0% | +36.4% |
| YTD | +43.8% | -7.7% | +51.5% | +48.8% |
| 1Y | +63.9% | -5.1% | +69.0% | +67.4% |
| 3Y | +104.4% | +13.6% | +90.7% | +90.8% |
| 5Y | +111.4% | +7.8% | +103.5% | +101.4% |
| 10Y | +361.7% | +84.6% | +277.0% | +238.6% |
| All | +735.5% | +115.1% | +620.4% | +467.8% |
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