+41.0%
CVS vs INDA
+83.0%
-42.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -2.0% | -3.6% | +1.7% | -0.6% |
| 30D | +1.9% | -4.0% | +5.9% | +3.4% |
| 3M | -2.2% | +1.7% | -3.9% | -2.9% |
| 6M | +26.7% | -3.6% | +30.4% | +28.1% |
| YTD | +22.9% | -11.0% | +33.9% | +27.7% |
| 1Y | +32.9% | -9.5% | +42.4% | +37.2% |
| 3Y | +62.3% | +7.6% | +54.7% | +55.0% |
| 5Y | +34.2% | +4.8% | +29.5% | +28.6% |
| All | +41.0% | +83.0% | -42.0% | +4.7% |
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 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