+134.5%
CVE vs INDA
+99.5%
+35.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.8% |
| 7D | -16.1% | +6.6% | -22.8% | -20.2% |
| 30D | -10.4% | +10.4% | -20.7% | -16.9% |
| 3M | -2.4% | +1.5% | -3.9% | -4.2% |
| 6M | -4.4% | +1.7% | -6.1% | -7.0% |
| YTD | +64.9% | -5.8% | +70.8% | +68.2% |
| 1Y | +66.0% | -5.1% | +71.1% | +68.2% |
| 3Y | +57.7% | +16.0% | +41.7% | +33.1% |
| 5Y | +144.7% | +9.3% | +135.4% | +115.5% |
| All | +134.5% | +99.5% | +35.0% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling