+112.0%
CF vs IBN
+68.5%
+43.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.7% |
| 7D | -3.2% | +15.1% | -18.2% | -3.1% |
| 30D | +4.3% | +21.6% | -17.3% | +4.5% |
| 3M | +2.8% | +11.2% | -8.4% | +2.9% |
| 6M | +0.6% | +27.8% | -27.1% | +0.7% |
| YTD | +56.6% | +14.7% | +42.0% | +57.8% |
| 1Y | +49.6% | +14.4% | +35.2% | +50.8% |
| 3Y | +61.5% | +52.1% | +9.4% | +54.4% |
| All | +112.0% | +68.5% | +43.5% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling