+208.5%
CFG vs IFF
-12.5%
+221.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +3.2% | -1.8% | +5.0% | +4.0% |
| 30D | +5.1% | -9.4% | +14.6% | +9.8% |
| 3M | -11.2% | -3.0% | -8.2% | -10.5% |
| 6M | +9.6% | +5.8% | +3.8% | +5.0% |
| YTD | +15.0% | +22.4% | -7.4% | +0.3% |
| 1Y | +29.9% | +23.0% | +6.8% | +12.8% |
| 3Y | +192.1% | +21.8% | +170.3% | +143.0% |
| 5Y | +62.3% | -39.2% | +101.5% | +93.7% |
| All | +208.5% | -12.5% | +221.0% | +200.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling