+55.6%
CVS vs INDA
+8.1%
+47.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -1.9% | -2.6% | +0.7% | -1.6% |
| 30D | -0.3% | -2.9% | +2.6% | +0.1% |
| 3M | -1.1% | +2.4% | -3.5% | -1.5% |
| 6M | +23.7% | -2.6% | +26.3% | +23.9% |
| YTD | +23.0% | -10.0% | +32.9% | +24.7% |
| 1Y | +37.2% | -7.7% | +44.8% | +38.3% |
| All | +55.6% | +8.1% | +47.5% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling