+1.0%
CVE vs INDA
+122.4%
-121.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | +0.1% | +3.1% | -3.0% | -1.9% |
| 30D | -10.8% | +11.3% | -22.1% | -17.2% |
| 3M | -4.3% | +3.0% | -7.3% | -6.8% |
| 6M | -1.5% | +6.5% | -8.0% | -6.8% |
| YTD | +70.7% | -4.6% | +75.3% | +72.0% |
| 1Y | +58.1% | -5.8% | +63.9% | +60.6% |
| 3Y | +69.8% | +16.8% | +53.1% | +46.5% |
| 5Y | +148.9% | +10.4% | +138.5% | +122.2% |
| 10Y | +143.5% | +116.8% | +26.7% | +42.0% |
| All | +1.0% | +122.4% | -121.4% | -42.2% |
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