-1.9%
CVE vs INDA
+115.6%
-117.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -14.1% | +5.5% | -19.6% | -17.2% |
| 30D | -11.6% | +7.0% | -18.7% | -15.8% |
| 3M | 0.0% | -0.6% | +0.6% | -0.3% |
| 6M | -8.4% | +1.7% | -10.1% | -10.8% |
| YTD | +65.9% | -7.5% | +73.4% | +70.6% |
| 1Y | +69.4% | -7.9% | +77.3% | +74.7% |
| 3Y | +55.9% | +14.1% | +41.8% | +36.5% |
| 5Y | +146.2% | +7.4% | +138.7% | +123.7% |
| 10Y | +140.6% | +98.7% | +41.9% | +47.4% |
| All | -1.9% | +115.6% | -117.5% | -42.7% |
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