+5,967.0%
CF vs IFF
+268.1%
+5,698.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | -1.8% | +7.8% | +6.9% |
| 30D | +14.8% | -2.0% | +16.8% | +15.7% |
| 3M | +14.1% | +18.5% | -4.5% | +3.2% |
| 6M | +28.5% | +11.7% | +16.9% | +15.1% |
| YTD | +74.9% | +29.6% | +45.4% | +43.3% |
| 1Y | +61.7% | +35.0% | +26.7% | +28.5% |
| 3Y | +80.3% | +32.3% | +48.1% | +38.1% |
| 5Y | +226.0% | -34.6% | +260.5% | +248.4% |
| 10Y | +569.9% | -20.6% | +590.5% | +464.2% |
| All | +5,967.0% | +268.1% | +5,698.9% | +1,116.6% |
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 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