+122.4%
INDA vs CRL
+881.4%
-759.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +3.1% | +5.0% | -1.9% | +2.0% |
| 30D | +11.3% | +13.5% | -2.2% | +7.7% |
| 3M | +3.0% | +21.5% | -18.5% | -2.0% |
| 6M | +6.5% | +103.4% | -96.9% | -10.1% |
| YTD | -4.6% | +71.8% | -76.3% | -17.2% |
| 1Y | -5.8% | +97.5% | -103.3% | -20.9% |
| 3Y | +16.8% | +99.2% | -82.5% | -8.1% |
| 5Y | +10.4% | -12.1% | +22.5% | +7.5% |
| 10Y | +116.8% | +359.2% | -242.4% | +16.2% |
| All | +122.4% | +881.4% | -759.0% | -10.1% |
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