+224.3%
CTVA vs INDA
+50.9%
+173.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.3% |
| 7D | -2.1% | -1.0% | -1.1% | -1.5% |
| 30D | +12.0% | -2.5% | +14.6% | +13.6% |
| 3M | +13.5% | +4.0% | +9.5% | +10.9% |
| 6M | +12.1% | -1.8% | +13.9% | +12.5% |
| YTD | +29.0% | -9.2% | +38.2% | +35.2% |
| 1Y | +18.9% | -7.2% | +26.0% | +22.9% |
| 3Y | +78.9% | +9.8% | +69.0% | +66.0% |
| 5Y | +105.2% | +7.5% | +97.7% | +91.3% |
| All | +224.3% | +50.9% | +173.4% | +120.1% |
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