+5.6%
CDE vs IFF
+44.8%
-39.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.9% | +13.6% | +11.1% |
| 7D | +1.1% | -3.3% | +4.4% | +2.2% |
| 30D | -14.5% | +5.3% | -19.8% | -18.2% |
| 3M | -10.1% | +8.9% | -19.0% | -15.2% |
| 6M | -16.9% | +26.3% | -43.2% | -27.9% |
| YTD | -18.1% | +32.2% | -50.3% | -27.7% |
| 1Y | +5.6% | +45.8% | -40.1% | -8.2% |
| All | +5.6% | +44.8% | -39.2% | -8.2% |
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