+115.1%
INDA vs CRL
+726.2%
-611.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.3% |
| 7D | +0.7% | -1.0% | +1.7% | +0.9% |
| 30D | -0.8% | +10.7% | -11.5% | -3.0% |
| 3M | +3.9% | +55.3% | -51.3% | -6.1% |
| 6M | -0.7% | +60.7% | -61.4% | -11.7% |
| YTD | -7.7% | +44.6% | -52.3% | -16.3% |
| 1Y | -5.1% | +77.7% | -82.8% | -18.5% |
| 3Y | +13.6% | +37.6% | -24.0% | -1.3% |
| 5Y | +7.8% | -35.8% | +43.6% | +14.5% |
| 10Y | +84.6% | +241.7% | -157.1% | +6.8% |
| All | +115.1% | +726.2% | -611.0% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling