+172.4%
CEG vs IFF
+30.1%
+142.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +1.3% | -3.0% | +4.4% | +1.8% |
| 30D | +8.8% | -0.9% | +9.8% | +9.0% |
| 3M | +17.0% | +11.8% | +5.1% | +14.9% |
| 6M | -8.7% | +16.5% | -25.3% | -11.0% |
| YTD | -16.4% | +26.5% | -42.9% | -19.6% |
| 1Y | -1.8% | +32.7% | -34.5% | -6.5% |
| All | +172.4% | +30.1% | +142.4% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling