+84.4%
INDA vs CRL
+244.4%
-160.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.6% | -4.6% | +2.0% | -1.7% |
| 30D | -2.9% | +0.5% | -3.4% | -3.1% |
| 3M | +2.4% | +46.6% | -44.2% | -5.9% |
| 6M | -2.6% | +57.3% | -59.9% | -12.5% |
| YTD | -10.0% | +39.5% | -49.5% | -17.3% |
| 1Y | -7.7% | +76.9% | -84.5% | -20.1% |
| 3Y | +8.9% | +39.4% | -30.5% | -5.3% |
| 5Y | +6.0% | -37.2% | +43.1% | +15.7% |
| 10Y | +84.4% | +253.4% | -169.0% | +3.7% |
| All | +84.4% | +244.4% | -160.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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