+16.7%
INDA vs CLBK
+54.0%
-37.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +9.4% | +3.4% | +6.0% | +9.0% |
| 3M | +2.9% | -4.3% | +7.2% | +3.4% |
| 6M | +7.2% | +28.4% | -21.1% | +4.1% |
| YTD | -4.8% | +59.4% | -64.2% | -9.6% |
| 1Y | -5.1% | +64.8% | -69.9% | -10.2% |
| 3Y | +16.7% | +50.6% | -33.9% | +10.7% |
| All | +16.7% | +54.0% | -37.3% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling