+53.8%
INDA vs CLBK
+65.6%
-11.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.6% | -1.4% | -2.3% | -3.3% |
| 30D | -4.0% | +4.5% | -8.5% | -5.0% |
| 3M | +1.7% | +22.8% | -21.1% | -3.2% |
| 6M | -3.6% | +43.4% | -47.1% | -11.5% |
| YTD | -11.0% | +64.1% | -75.1% | -20.9% |
| 1Y | -9.5% | +67.6% | -77.1% | -20.3% |
| 3Y | +7.6% | +53.3% | -45.6% | -5.7% |
| 5Y | +4.8% | +44.8% | -40.0% | -12.6% |
| All | +53.8% | +65.6% | -11.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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