-8.7%
INDA vs CAI
-8.1%
-0.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -1.0% | +0.2% | -1.1% | -1.0% |
| 30D | -2.5% | +9.1% | -11.7% | -2.8% |
| 3M | +4.0% | +53.8% | -49.8% | +2.4% |
| 6M | -1.8% | +33.5% | -35.3% | -3.2% |
| YTD | -9.2% | -8.0% | -1.2% | -10.4% |
| 1Y | -7.2% | -28.7% | +21.5% | -8.5% |
| All | -8.7% | -8.1% | -0.7% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling