+16.0%
INDA vs CPB
-35.2%
+51.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +6.6% | +8.0% | -1.3% | +6.3% |
| 30D | +10.4% | +22.4% | -12.0% | +9.6% |
| 3M | +1.5% | +3.8% | -2.3% | +1.3% |
| 6M | +1.7% | +13.7% | -11.9% | +1.1% |
| YTD | -5.8% | -11.7% | +5.9% | -5.6% |
| 1Y | -5.1% | -18.1% | +13.0% | -4.5% |
| 3Y | +16.0% | -34.7% | +50.7% | +18.6% |
| All | +16.0% | -35.2% | +51.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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