+105.1%
CTVA vs INDA
+5.7%
+99.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -4.5% | -2.7% | -1.8% | -3.4% |
| 30D | +11.3% | -2.8% | +14.1% | +12.7% |
| 3M | +12.3% | +1.6% | +10.7% | +11.4% |
| 6M | +7.2% | -1.4% | +8.6% | +7.4% |
| YTD | +26.0% | -10.1% | +36.1% | +32.2% |
| 1Y | +16.0% | -8.8% | +24.8% | +20.6% |
| 3Y | +73.9% | +7.6% | +66.3% | +63.7% |
| All | +105.1% | +5.7% | +99.4% | +92.3% |
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 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