+55.6%
CSGP vs INDA
+115.8%
-60.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.1% | +3.1% | -9.1% | -7.6% |
| 30D | +0.3% | +9.1% | -8.8% | -4.0% |
| 3M | -1.3% | +3.2% | -4.5% | -2.9% |
| 6M | -8.9% | +8.5% | -17.4% | -12.9% |
| YTD | -55.2% | -4.6% | -50.6% | -54.3% |
| 1Y | -56.4% | -5.5% | -50.9% | -55.3% |
| 3Y | -62.2% | +16.7% | -78.9% | -65.7% |
| 5Y | -63.7% | +9.0% | -72.7% | -65.9% |
| All | +55.6% | +115.8% | -60.2% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling