-62.8%
CSGP vs INDA
+13.1%
-75.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +2.3% | -0.8% | +3.1% | +2.6% |
| 3M | -8.2% | +3.9% | -12.1% | -9.6% |
| 6M | -35.1% | -0.7% | -34.3% | -34.8% |
| YTD | -54.0% | -7.7% | -46.4% | -52.3% |
| 1Y | -65.3% | -5.1% | -60.2% | -64.5% |
| All | -62.8% | +13.1% | -75.9% | -68.9% |
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