+130.1%
CVE vs INDA
+104.1%
+26.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | -10.1% | +6.1% | -16.2% | -14.0% |
| 30D | -12.1% | +11.7% | -23.8% | -19.2% |
| 3M | -1.9% | +2.1% | -3.9% | -4.0% |
| 6M | -1.8% | +3.2% | -5.0% | -5.5% |
| YTD | +65.8% | -4.9% | +70.7% | +67.9% |
| 1Y | +60.8% | -4.4% | +65.2% | +62.1% |
| 3Y | +70.1% | +17.6% | +52.5% | +42.2% |
| 5Y | +134.8% | +9.9% | +124.9% | +106.1% |
| 10Y | +130.1% | +102.7% | +27.4% | +33.4% |
| All | +130.1% | +104.1% | +26.0% | +33.4% |
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