-49.3%
CCI vs IFF
-35.8%
-13.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -0.3% | -3.2% | +2.9% | +0.5% |
| 30D | +2.2% | -0.3% | +2.5% | +2.3% |
| 3M | -16.9% | +8.4% | -25.3% | -18.9% |
| 6M | -11.5% | +23.0% | -34.6% | -17.3% |
| YTD | -12.8% | +25.5% | -38.3% | -19.0% |
| 1Y | -17.1% | +29.1% | -46.1% | -23.7% |
| 3Y | -9.6% | +31.7% | -41.3% | -18.4% |
| All | -49.3% | -35.8% | -13.5% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling