+870.1%
CCI vs IFF
+289.9%
+580.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -4.4% | -2.8% | -1.6% | -3.4% |
| 30D | +0.3% | -1.1% | +1.4% | +0.7% |
| 3M | -20.0% | +13.8% | -33.8% | -24.2% |
| 6M | -14.5% | +16.7% | -31.2% | -20.8% |
| YTD | -14.9% | +26.1% | -41.0% | -23.5% |
| 1Y | -17.7% | +33.5% | -51.2% | -27.9% |
| 3Y | -12.4% | +31.6% | -44.0% | -24.5% |
| 5Y | -50.1% | -34.9% | -15.3% | -46.0% |
| 10Y | +20.4% | -20.3% | +40.7% | +11.7% |
| All | +870.1% | +289.9% | +580.1% | +407.5% |
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