-8.8%
INDA vs CAI
-26.7%
+18.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.6% |
| 30D | -2.8% | +9.3% | -12.1% | -3.1% |
| 3M | +1.6% | +35.2% | -33.6% | +0.3% |
| 6M | -1.4% | +30.7% | -32.1% | -3.1% |
| YTD | -10.1% | -9.8% | -0.4% | -11.5% |
| 1Y | -8.8% | -28.9% | +20.1% | -9.9% |
| All | -8.8% | -26.7% | +18.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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