+561.9%
CAG vs IFF
+825.7%
-263.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -5.7% | -3.2% | -2.5% | -4.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.3% |
| 3M | +9.8% | +8.4% | +1.3% | +7.4% |
| 6M | -10.8% | +23.0% | -33.9% | -16.0% |
| YTD | -10.8% | +25.5% | -36.3% | -16.4% |
| 1Y | -19.0% | +29.1% | -48.0% | -24.7% |
| 3Y | -39.7% | +31.7% | -71.3% | -45.0% |
| 5Y | -43.0% | -35.2% | -7.8% | -40.0% |
| 10Y | -36.0% | -20.7% | -15.3% | -38.8% |
| All | +561.9% | +825.7% | -263.8% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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