+17.6%
INDA vs CRL
+99.4%
-81.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.7% |
| 7D | +6.1% | +4.4% | +1.7% | +5.7% |
| 30D | +11.7% | +17.1% | -5.4% | +10.3% |
| 3M | +2.1% | +32.1% | -30.0% | -0.1% |
| 6M | +3.2% | +98.9% | -95.8% | -2.2% |
| YTD | -4.9% | +77.1% | -82.0% | -9.4% |
| 1Y | -4.4% | +110.3% | -114.6% | -10.0% |
| 3Y | +17.6% | +108.5% | -90.9% | +10.9% |
| All | +17.6% | +99.4% | -81.8% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling