+69.2%
CB vs IFF
+30.1%
+39.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -0.5% | -3.0% | +2.5% | -0.2% |
| 30D | -3.1% | -0.9% | -2.1% | -3.0% |
| 3M | +4.2% | +11.8% | -7.7% | +2.9% |
| 6M | +4.7% | +16.5% | -11.8% | +2.7% |
| YTD | +8.8% | +26.5% | -17.7% | +5.6% |
| 1Y | +22.6% | +32.7% | -10.1% | +18.2% |
| All | +69.2% | +30.1% | +39.2% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling