+795.8%
CCL vs IFF
+848.0%
-52.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -20.0% | -0.3% | -19.7% | -19.9% |
| 3M | -13.7% | +18.6% | -32.2% | -21.5% |
| 6M | -9.0% | +17.4% | -26.4% | -17.2% |
| YTD | -22.8% | +28.5% | -51.3% | -33.5% |
| 1Y | -25.3% | +32.5% | -57.8% | -37.0% |
| 3Y | +54.1% | +34.1% | +20.0% | +26.3% |
| 5Y | +3.5% | -35.2% | +38.6% | +23.8% |
| 10Y | -41.0% | -21.1% | -20.0% | -36.5% |
| All | +795.8% | +848.0% | -52.2% | +205.5% |
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