+31.7%
CVS vs INDA
-9.3%
+41.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -2.0% | -3.6% | +1.7% | -1.9% |
| 30D | +1.9% | -4.0% | +5.9% | +2.0% |
| 3M | -2.2% | +1.7% | -3.9% | -2.3% |
| 6M | +26.7% | -3.6% | +30.4% | +25.4% |
| YTD | +22.9% | -11.0% | +33.9% | +21.6% |
| All | +31.7% | -9.3% | +41.0% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling