+107.5%
INDA vs CRL
+353.6%
-246.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +6.2% | -1.7% | +7.9% | +6.4% |
| 30D | +12.4% | +14.6% | -2.2% | +8.8% |
| 3M | +3.2% | +24.8% | -21.7% | -2.1% |
| 6M | +3.8% | +94.7% | -90.9% | -10.8% |
| YTD | -4.3% | +73.4% | -77.7% | -16.4% |
| 1Y | -4.5% | +104.7% | -109.1% | -19.7% |
| 3Y | +17.1% | +101.1% | -84.0% | -7.0% |
| 5Y | +11.0% | -10.8% | +21.8% | +10.5% |
| 10Y | +107.5% | +358.8% | -251.3% | +13.0% |
| All | +107.5% | +353.6% | -246.1% | +13.0% |
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