+7.5%
INDA vs CRL
-37.4%
+44.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -1.4% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -2.5% | +5.0% | -7.5% | -3.1% |
| 3M | +4.0% | +50.6% | -46.6% | -0.6% |
| 6M | -1.8% | +60.9% | -62.7% | -7.1% |
| YTD | -9.2% | +40.7% | -49.9% | -13.1% |
| 1Y | -7.2% | +73.3% | -80.5% | -13.4% |
| 3Y | +9.8% | +40.6% | -30.7% | +2.9% |
| 5Y | +7.5% | -37.0% | +44.5% | +6.4% |
| All | +7.5% | -37.4% | +44.9% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling