+109.8%
INDA vs CPAY
+1,072.7%
-962.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -2.6% | -2.5% | -0.1% | -1.9% |
| 30D | -2.9% | +1.3% | -4.2% | -3.3% |
| 3M | +2.4% | +13.5% | -11.1% | -1.4% |
| 6M | -2.6% | +24.7% | -27.3% | -9.1% |
| YTD | -10.0% | +34.9% | -44.9% | -18.5% |
| 1Y | -7.7% | +29.7% | -37.4% | -15.9% |
| 3Y | +8.9% | +49.4% | -40.5% | -8.0% |
| 5Y | +6.0% | +53.5% | -47.5% | -13.3% |
| 10Y | +84.4% | +152.5% | -68.1% | +25.1% |
| All | +109.8% | +1,072.7% | -962.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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