+6,646.7%
CB vs IFF
+424.9%
+6,221.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | -3.1% | -2.0% | -1.2% | -2.6% |
| 3M | +9.0% | +18.5% | -9.6% | +1.9% |
| 6M | +2.9% | +11.7% | -8.8% | -3.0% |
| YTD | +10.1% | +29.6% | -19.5% | -1.8% |
| 1Y | +22.8% | +35.0% | -12.2% | +7.3% |
| 3Y | +73.8% | +32.3% | +41.5% | +48.0% |
| 5Y | +99.2% | -34.6% | +133.7% | +112.8% |
| 10Y | +218.2% | -20.6% | +238.8% | +198.0% |
| All | +6,646.7% | +424.9% | +6,221.8% | +2,952.2% |
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