+422.0%
CSGP vs INDA
+115.1%
+306.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.4% |
| 30D | +2.3% | -0.8% | +3.1% | +2.7% |
| 3M | -8.2% | +3.9% | -12.1% | -9.9% |
| 6M | -35.1% | -0.7% | -34.3% | -35.1% |
| YTD | -54.0% | -7.7% | -46.4% | -52.5% |
| 1Y | -65.3% | -5.1% | -60.2% | -64.7% |
| 3Y | -62.6% | +13.6% | -76.2% | -65.2% |
| 5Y | -64.8% | +7.8% | -72.6% | -66.4% |
| 10Y | +45.1% | +84.6% | -39.6% | +6.1% |
| All | +422.0% | +115.1% | +306.8% | +257.6% |
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