+1,528.1%
CCJ vs IFF
+259.5%
+1,268.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -3.2% | -2.8% | -0.4% | -2.1% |
| 30D | -1.3% | -1.1% | -0.2% | -0.9% |
| 3M | +2.5% | +13.8% | -11.3% | -3.3% |
| 6M | -18.9% | +16.7% | -35.5% | -24.7% |
| YTD | +6.5% | +26.1% | -19.6% | -4.8% |
| 1Y | +22.8% | +33.5% | -10.7% | +6.2% |
| 3Y | +164.5% | +31.6% | +132.9% | +122.9% |
| 5Y | +303.7% | -34.9% | +338.6% | +343.2% |
| 10Y | +1,064.0% | -20.3% | +1,084.3% | +1,003.7% |
| All | +1,528.1% | +259.5% | +1,268.6% | +721.0% |
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