-63.1%
CSGP vs INDA
+8.7%
-71.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.3% | +1.1% | +0.2% | +0.6% |
| 30D | +2.8% | +9.4% | -6.6% | -3.1% |
| 3M | -6.3% | +2.9% | -9.3% | -8.2% |
| 6M | -3.2% | +7.2% | -10.4% | -7.9% |
| YTD | -54.0% | -4.8% | -49.1% | -52.4% |
| 1Y | -54.8% | -5.1% | -49.7% | -53.2% |
| 3Y | -60.6% | +16.7% | -77.2% | -67.2% |
| All | -63.1% | +8.7% | -71.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling