+115.9%
INDA vs CRL
+350.3%
-234.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +9.4% | +11.9% | -2.5% | +6.4% |
| 3M | +2.9% | +20.2% | -17.2% | -1.5% |
| 6M | +7.2% | +107.5% | -100.3% | -9.1% |
| YTD | -4.8% | +69.4% | -74.2% | -16.5% |
| 1Y | -5.1% | +99.7% | -104.8% | -19.8% |
| 3Y | +16.7% | +98.8% | -82.1% | -7.2% |
| 5Y | +8.8% | -12.4% | +21.2% | +8.6% |
| All | +115.9% | +350.3% | -234.4% | +20.2% |
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