+50.8%
CDE vs IFF
+34.4%
+16.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.5% | -1.8% | +2.3% | +1.6% |
| 30D | +21.9% | -2.0% | +23.8% | +23.3% |
| 3M | +14.9% | +18.5% | -3.6% | +5.7% |
| 6M | -10.5% | +11.7% | -22.2% | -17.0% |
| YTD | +19.3% | +29.6% | -10.3% | +8.2% |
| 1Y | +50.8% | +35.0% | +15.8% | +31.6% |
| All | +50.8% | +34.4% | +16.4% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling