+111.6%
INDA vs CNI
+311.6%
-200.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -1.0% | +2.5% | -3.5% | -2.0% |
| 30D | -2.5% | -2.5% | 0.0% | -1.5% |
| 3M | +4.0% | +2.7% | +1.3% | +2.5% |
| 6M | -1.8% | +16.9% | -18.7% | -8.8% |
| YTD | -9.2% | +26.3% | -35.5% | -18.8% |
| 1Y | -7.2% | +31.1% | -38.3% | -18.6% |
| 3Y | +9.8% | +21.1% | -11.3% | -2.3% |
| 5Y | +7.5% | +11.0% | -3.5% | -2.7% |
| 10Y | +80.8% | +128.1% | -47.4% | +8.6% |
| All | +111.6% | +311.6% | -200.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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