-42.6%
CCL vs IFF
-20.3%
-22.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.6% |
| 7D | -3.2% | -3.2% | -0.1% | -1.1% |
| 30D | -17.8% | -0.3% | -17.5% | -17.7% |
| 3M | -18.7% | +8.4% | -27.1% | -23.4% |
| 6M | -11.4% | +23.0% | -34.4% | -23.6% |
| YTD | -24.3% | +25.5% | -49.8% | -36.3% |
| 1Y | -28.8% | +29.1% | -57.9% | -41.6% |
| 3Y | +49.3% | +31.7% | +17.7% | +15.3% |
| 5Y | +1.6% | -35.2% | +36.8% | +29.0% |
| All | -42.6% | -20.3% | -22.4% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling