-59.7%
CSGP vs INDA
+16.9%
-76.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.9% |
| 7D | -1.8% | +6.1% | -7.9% | -4.2% |
| 30D | +5.3% | +11.7% | -6.4% | +1.0% |
| 3M | +3.3% | +2.1% | +1.2% | +2.3% |
| 6M | -4.7% | +3.2% | -7.8% | -6.0% |
| YTD | -53.5% | -4.9% | -48.7% | -52.5% |
| 1Y | -53.7% | -4.4% | -49.4% | -52.8% |
| 3Y | -59.7% | +17.6% | -77.3% | -67.8% |
| All | -59.7% | +16.9% | -76.7% | -67.8% |
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 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